+11.0%
TDG vs AMDL
+95.0%
-84.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.1% |
| 7D | -2.0% | +4.5% | -6.6% | -2.3% |
| 30D | -7.4% | -4.4% | -3.0% | -7.3% |
| 3M | -5.4% | -30.5% | +25.1% | -5.1% |
| 6M | -11.6% | +300.9% | -312.5% | -21.7% |
| YTD | -12.6% | +219.9% | -232.6% | -22.2% |
| 1Y | -9.3% | +374.7% | -384.1% | -24.1% |
| All | +11.0% | +95.0% | -84.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling