+47.6%
AMDL vs TXT
-10.2%
+57.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.0% | +24.3% | +24.4% |
| 7D | -26.2% | -2.5% | -23.7% | -24.5% |
| 30D | -57.1% | +14.4% | -71.5% | -64.1% |
| 3M | -29.8% | -4.9% | -24.9% | -26.9% |
| 6M | -22.2% | -10.2% | -12.0% | -11.2% |
| YTD | +142.1% | -4.1% | +146.2% | +147.3% |
| 1Y | +85.8% | +4.0% | +81.9% | +69.9% |
| All | +47.6% | -10.2% | +57.8% | +26.7% |
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