+10.5%
DT vs AMDL
+117.8%
-107.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.7% | -14.8% | -3.5% |
| 7D | -4.9% | +19.9% | -24.8% | -5.6% |
| 30D | +2.7% | +6.3% | -3.6% | +2.3% |
| 3M | +20.0% | -9.9% | +29.9% | +18.5% |
| 6M | +28.0% | +394.3% | -366.3% | +10.9% |
| YTD | +16.0% | +257.3% | -241.3% | +1.6% |
| 1Y | +0.7% | +508.5% | -507.8% | -18.3% |
| All | +10.5% | +117.8% | -107.3% | -18.7% |
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