+92.1%
AMDL vs TXT
-6.7%
+98.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +0.9% |
| 7D | +5.4% | -1.1% | +6.5% | +7.5% |
| 30D | -36.6% | +17.1% | -53.7% | -47.9% |
| 3M | -1.0% | -2.6% | +1.7% | +1.4% |
| 6M | -12.1% | -4.6% | -7.5% | -5.6% |
| YTD | +215.1% | -0.3% | +215.4% | +210.3% |
| 1Y | +130.4% | +5.9% | +124.5% | +108.9% |
| All | +92.1% | -6.7% | +98.8% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling