+508.5%
AMDL vs TW
-13.1%
+521.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.0% | +14.7% | +8.2% |
| 7D | +19.9% | -3.5% | +23.4% | +15.4% |
| 30D | +6.3% | +0.5% | +5.8% | +7.1% |
| 3M | -9.9% | +4.9% | -14.8% | -2.8% |
| 6M | +394.3% | -17.1% | +411.4% | +353.8% |
| YTD | +257.3% | -3.9% | +261.2% | +286.0% |
| 1Y | +508.5% | -13.3% | +521.8% | +314.3% |
| All | +508.5% | -13.1% | +521.6% | +314.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling