+92.1%
AMDL vs TD
+126.9%
-34.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.2% |
| 7D | +5.4% | -0.7% | +6.1% | +10.9% |
| 30D | -36.6% | +7.6% | -44.2% | -41.6% |
| 3M | -1.0% | +3.0% | -4.0% | -1.4% |
| 6M | -12.1% | +16.8% | -28.9% | -28.8% |
| YTD | +215.1% | +34.3% | +180.8% | +110.0% |
| 1Y | +130.4% | +56.0% | +74.4% | +23.8% |
| All | +92.1% | +126.9% | -34.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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