+130.4%
AMDL vs TXG
+300.4%
-170.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +4.9% |
| 7D | +5.4% | -3.7% | +9.1% | +12.6% |
| 30D | -36.6% | -22.0% | -14.6% | -22.3% |
| 3M | -1.0% | +7.4% | -8.4% | -0.9% |
| 6M | -12.1% | +191.2% | -203.3% | -46.8% |
| YTD | +215.1% | +285.7% | -70.5% | +74.3% |
| 1Y | +130.4% | +268.3% | -137.9% | +28.2% |
| All | +130.4% | +300.4% | -170.0% | +28.2% |
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