+92.1%
AMDL vs TW
+25.7%
+66.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.8% |
| 7D | +5.4% | +3.1% | +2.3% | +6.0% |
| 30D | -36.6% | +16.7% | -53.3% | -35.0% |
| 3M | -1.0% | +25.2% | -26.1% | +2.2% |
| 6M | -12.1% | +19.5% | -31.5% | -9.3% |
| YTD | +215.1% | +21.0% | +194.1% | +217.8% |
| 1Y | +130.4% | +19.0% | +111.4% | +134.5% |
| All | +92.1% | +25.7% | +66.4% | +99.6% |
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