+102.5%
AMDL vs TXT
-10.1%
+112.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.8% | -16.8% | -16.7% |
| 7D | +37.2% | +0.1% | +37.1% | +37.3% |
| 30D | -24.0% | +13.3% | -37.4% | -35.5% |
| 3M | -1.0% | -5.0% | +3.9% | +3.6% |
| 6M | -3.2% | -8.4% | +5.2% | +8.3% |
| YTD | +232.2% | -4.0% | +236.2% | +239.5% |
| 1Y | +137.7% | +2.8% | +134.9% | +121.3% |
| All | +102.5% | -10.1% | +112.6% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling