+47.6%
AMDL vs TRU
+6.5%
+41.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.1% | +24.4% | +23.1% |
| 7D | -26.2% | +5.7% | -31.9% | -28.5% |
| 30D | -57.1% | +29.2% | -86.3% | -63.4% |
| 3M | -29.8% | +2.7% | -32.5% | -33.7% |
| 6M | -22.2% | +15.2% | -37.4% | -37.0% |
| YTD | +142.1% | -4.9% | +147.0% | +120.9% |
| 1Y | +85.8% | +3.4% | +82.4% | +52.3% |
| All | +47.6% | +6.5% | +41.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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