+47.6%
AMDL vs TXG
+62.4%
-14.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.1% | +20.2% | +21.1% |
| 7D | -26.2% | -15.4% | -10.8% | -15.7% |
| 30D | -57.1% | -22.1% | -35.0% | -47.9% |
| 3M | -29.8% | +30.0% | -59.8% | -39.0% |
| 6M | -22.2% | +160.7% | -182.9% | -52.7% |
| YTD | +142.1% | +263.5% | -121.3% | +21.2% |
| 1Y | +85.8% | +356.0% | -270.2% | -19.8% |
| All | +47.6% | +62.4% | -14.8% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling