+374.7%
AMDL vs TXG
+372.5%
+2.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.6% |
| 7D | +4.5% | +1.8% | +2.7% | +3.7% |
| 30D | -4.4% | +32.0% | -36.4% | -18.0% |
| 3M | -30.5% | +87.0% | -117.5% | -48.0% |
| 6M | +300.9% | +180.1% | +120.8% | +158.2% |
| YTD | +219.9% | +284.1% | -64.2% | +90.1% |
| 1Y | +374.7% | +361.7% | +13.0% | +158.8% |
| All | +374.7% | +372.5% | +2.2% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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