+117.8%
AMDL vs TXG
+79.7%
+38.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.7% | +7.0% | +9.2% |
| 7D | +19.9% | +9.4% | +10.6% | +14.4% |
| 30D | +6.3% | +26.1% | -19.8% | -8.2% |
| 3M | -9.9% | +124.8% | -134.7% | -42.9% |
| 6M | +394.3% | +215.2% | +179.1% | +162.0% |
| YTD | +257.3% | +302.2% | -44.9% | +63.5% |
| 1Y | +508.5% | +370.9% | +137.6% | +145.5% |
| All | +117.8% | +79.7% | +38.1% | +24.6% |
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