-4.6%
DT vs AMDL
+47.6%
-52.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +22.3% | -22.9% | -1.6% |
| 7D | -24.7% | -26.2% | +1.5% | -24.0% |
| 30D | -27.4% | -57.1% | +29.7% | -25.3% |
| 3M | -11.1% | -29.8% | +18.7% | -10.6% |
| 6M | +13.7% | -22.2% | +35.9% | +11.1% |
| YTD | +0.2% | +142.1% | -141.9% | -11.5% |
| 1Y | -5.7% | +85.8% | -91.5% | -15.4% |
| All | -4.6% | +47.6% | -52.2% | -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 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