+7.6%
TDG vs AMDL
+131.0%
-123.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.0% | -7.7% | -2.0% |
| 7D | -2.4% | +29.0% | -31.4% | -3.7% |
| 30D | -8.0% | +19.1% | -27.1% | -8.9% |
| 3M | -10.5% | +1.8% | -12.2% | -11.8% |
| 6M | -11.9% | +374.4% | -386.3% | -22.5% |
| YTD | -15.4% | +278.9% | -294.3% | -25.3% |
| 1Y | -14.2% | +510.6% | -524.8% | -29.3% |
| All | +7.6% | +131.0% | -123.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling