+131.0%
AMDL vs TXG
+84.4%
+46.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.5% | +4.7% |
| 7D | +29.0% | +9.1% | +19.8% | +23.3% |
| 30D | +19.1% | +14.9% | +4.2% | +9.5% |
| 3M | +1.8% | +120.0% | -118.2% | -34.6% |
| 6M | +374.4% | +221.8% | +152.6% | +148.7% |
| YTD | +278.9% | +312.6% | -33.7% | +71.2% |
| 1Y | +510.6% | +398.4% | +112.1% | +139.1% |
| All | +131.0% | +84.4% | +46.6% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling