+44.7%
DRI vs AMDL
+119.6%
-74.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.3% | -14.2% | -0.1% |
| 7D | -0.7% | +18.5% | -19.2% | -1.3% |
| 30D | +14.7% | -24.2% | +38.9% | +14.9% |
| 3M | +5.4% | +11.5% | -6.0% | +4.6% |
| 6M | +18.8% | -1.0% | +19.8% | +16.8% |
| YTD | +28.4% | +260.3% | -231.9% | +18.1% |
| 1Y | +37.7% | +178.2% | -140.5% | +28.1% |
| All | +44.7% | +119.6% | -74.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling