+131.0%
AMDL vs TW
-0.2%
+131.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | +29.0% | -0.5% | +29.5% | +28.9% |
| 30D | +19.1% | -0.6% | +19.7% | +19.0% |
| 3M | +1.8% | +3.4% | -1.6% | -0.1% |
| 6M | +374.4% | -18.4% | +392.8% | +403.9% |
| YTD | +278.9% | -3.9% | +282.8% | +269.9% |
| 1Y | +510.6% | -13.3% | +523.9% | +540.5% |
| All | +131.0% | -0.2% | +131.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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