+35.9%
DRI vs AMDL
+95.0%
-59.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -0.7% |
| 7D | +0.6% | +4.5% | -4.0% | +0.5% |
| 30D | +3.8% | -4.4% | +8.2% | +3.9% |
| 3M | +13.0% | -30.5% | +43.5% | +13.2% |
| 6M | +8.3% | +300.9% | -292.6% | +0.5% |
| YTD | +20.6% | +219.9% | -199.3% | +11.9% |
| 1Y | +6.5% | +374.7% | -368.3% | -5.3% |
| All | +35.9% | +95.0% | -59.1% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling