+44.5%
DRI vs AMDL
+92.1%
-47.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.5% |
| 7D | +4.2% | +5.4% | -1.2% | +3.9% |
| 30D | +15.7% | -36.6% | +52.3% | +16.3% |
| 3M | +5.8% | -1.0% | +6.7% | +5.1% |
| 6M | +18.4% | -12.1% | +30.5% | +16.7% |
| YTD | +28.2% | +215.1% | -186.9% | +18.3% |
| 1Y | +35.9% | +130.4% | -94.5% | +27.1% |
| All | +44.5% | +92.1% | -47.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling