+510.6%
AMDL vs TXG
+385.8%
+124.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.5% | +4.9% |
| 7D | +29.0% | +9.1% | +19.8% | +24.2% |
| 30D | +19.1% | +14.9% | +4.2% | +11.3% |
| 3M | +1.8% | +120.0% | -118.2% | -29.5% |
| 6M | +374.4% | +221.8% | +152.6% | +186.8% |
| YTD | +278.9% | +312.6% | -33.7% | +113.2% |
| 1Y | +510.6% | +398.4% | +112.1% | +211.9% |
| All | +510.6% | +385.8% | +124.7% | +211.9% |
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