+95.0%
AMDL vs TDY
+46.4%
+48.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +8.4% |
| 7D | +4.5% | -1.8% | +6.4% | +8.0% |
| 30D | -4.4% | -10.7% | +6.3% | +17.5% |
| 3M | -30.5% | -1.3% | -29.2% | -23.9% |
| 6M | +300.9% | -10.6% | +311.4% | +417.8% |
| YTD | +219.9% | +19.6% | +200.4% | +175.6% |
| 1Y | +374.7% | +11.6% | +363.1% | +349.1% |
| All | +95.0% | +46.4% | +48.6% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling