-3.4%
DT vs AMDL
+87.1%
-90.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.8% | -25.6% | 0.0% |
| 7D | -20.2% | +10.3% | -30.5% | -21.0% |
| 30D | -30.8% | -38.3% | +7.5% | -29.9% |
| 3M | -10.2% | -8.7% | -1.5% | -10.8% |
| 6M | +8.0% | -14.4% | +22.4% | +5.4% |
| YTD | +1.5% | +206.9% | -205.5% | -11.4% |
| 1Y | -6.9% | +144.4% | -151.3% | -17.7% |
| All | -3.4% | +87.1% | -90.5% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling