+137.7%
AMDL vs TXG
+254.8%
-117.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.5% | -16.0% | -16.6% |
| 7D | +37.2% | -1.8% | +39.0% | +39.4% |
| 30D | -24.0% | -20.4% | -3.6% | -6.6% |
| 3M | -1.0% | +0.1% | -1.1% | +3.6% |
| 6M | -3.2% | +176.2% | -179.4% | -38.1% |
| YTD | +232.2% | +256.8% | -24.6% | +98.6% |
| 1Y | +137.7% | +255.9% | -118.2% | +41.5% |
| All | +137.7% | +254.8% | -117.1% | +41.5% |
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 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