+95.0%
AMDL vs TW
+2.9%
+92.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.4% | +9.2% |
| 7D | +4.5% | -2.3% | +6.9% | +4.4% |
| 30D | -4.4% | +3.9% | -8.3% | -4.2% |
| 3M | -30.5% | +5.7% | -36.2% | -31.7% |
| 6M | +300.9% | -14.5% | +315.4% | +323.6% |
| YTD | +219.9% | -0.9% | +220.8% | +213.0% |
| 1Y | +374.7% | -13.5% | +388.2% | +418.0% |
| All | +95.0% | +2.9% | +92.1% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling