+16.3%
TDG vs AMDL
+102.5%
-86.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -17.6% | +18.8% | +1.9% |
| 7D | +1.7% | +37.2% | -35.5% | -0.1% |
| 30D | +9.7% | -24.0% | +33.7% | +9.8% |
| 3M | -2.3% | -1.0% | -1.3% | -3.9% |
| 6M | +1.3% | -3.2% | +4.5% | -2.0% |
| YTD | -8.5% | +232.2% | -240.7% | -19.9% |
| 1Y | -8.1% | +137.7% | -145.9% | -18.0% |
| All | +16.3% | +102.5% | -86.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling