+115.6%
AMDL vs TDY
+43.1%
+72.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -7.0% |
| 7D | +20.7% | -1.9% | +22.6% | +24.3% |
| 30D | +9.4% | -12.5% | +21.9% | +39.0% |
| 3M | +5.6% | -0.8% | +6.5% | +13.2% |
| 6M | +340.3% | -9.0% | +349.2% | +455.3% |
| YTD | +253.6% | +16.8% | +236.8% | +216.1% |
| 1Y | +443.4% | +9.5% | +433.9% | +431.0% |
| All | +115.6% | +43.1% | +72.5% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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