+374.7%
AMDL vs TXT
-1.0%
+375.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.6% |
| 7D | +4.5% | -4.8% | +9.3% | +9.8% |
| 30D | -4.4% | -10.6% | +6.2% | +7.3% |
| 3M | -30.5% | -13.2% | -17.3% | -18.3% |
| 6M | +300.9% | -20.3% | +321.2% | +382.6% |
| YTD | +219.9% | -9.3% | +229.2% | +271.8% |
| 1Y | +374.7% | -2.7% | +377.4% | +462.6% |
| All | +374.7% | -1.0% | +375.7% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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