+9.0%
TDG vs AMDL
+126.1%
-117.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +1.0% |
| 7D | -1.9% | +15.9% | -17.8% | -2.6% |
| 30D | -7.7% | +10.5% | -18.2% | -8.3% |
| 3M | -9.3% | -4.7% | -4.6% | -10.3% |
| 6M | -9.4% | +355.2% | -364.5% | -20.1% |
| YTD | -14.3% | +270.9% | -285.1% | -24.3% |
| 1Y | -11.8% | +499.5% | -511.3% | -27.2% |
| All | +9.0% | +126.1% | -117.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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