+102.5%
AMDL vs TW
+28.7%
+73.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.8% | -18.4% | -17.4% |
| 7D | +37.2% | +3.9% | +33.3% | +38.1% |
| 30D | -24.0% | +19.9% | -44.0% | -21.8% |
| 3M | -1.0% | +25.9% | -27.0% | +2.5% |
| 6M | -3.2% | +21.1% | -24.3% | +0.7% |
| YTD | +232.2% | +23.9% | +208.3% | +236.3% |
| 1Y | +137.7% | +21.2% | +116.5% | +143.9% |
| All | +102.5% | +28.7% | +73.8% | +111.3% |
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