+109.1%
AMDL vs TXG
+406.9%
-297.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | -0.2% |
| 7D | -30.7% | -19.3% | -11.5% | -21.4% |
| 30D | -43.8% | -30.9% | -12.8% | -32.6% |
| 3M | -24.5% | +41.1% | -65.6% | -38.4% |
| 6M | +44.7% | +211.9% | -167.2% | -15.4% |
| YTD | +204.0% | +314.0% | -110.0% | +61.8% |
| 1Y | +109.1% | +405.4% | -296.3% | +2.9% |
| All | +109.1% | +406.9% | -297.8% | +2.9% |
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