+44.5%
DRI vs AMDL
+102.5%
-58.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -17.6% | +17.9% | +0.7% |
| 7D | +1.1% | +37.2% | -36.2% | +0.4% |
| 30D | +9.7% | -24.0% | +33.7% | +9.8% |
| 3M | +3.2% | -1.0% | +4.2% | +2.5% |
| 6M | +20.6% | -3.2% | +23.8% | +18.4% |
| YTD | +28.3% | +232.2% | -204.0% | +18.2% |
| 1Y | +34.5% | +137.7% | -103.2% | +25.9% |
| All | +44.5% | +102.5% | -58.0% | +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