+2.0%
TGT vs AMDL
+126.1%
-124.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.1% |
| 7D | -5.2% | +15.9% | -21.2% | -5.8% |
| 30D | +1.2% | +10.5% | -9.3% | +0.6% |
| 3M | +18.4% | -4.7% | +23.1% | +16.9% |
| 6M | +33.4% | +355.2% | -321.7% | +17.1% |
| YTD | +63.8% | +270.9% | -207.1% | +43.5% |
| 1Y | +77.2% | +499.5% | -422.3% | +46.5% |
| All | +2.0% | +126.1% | -124.1% | -19.2% |
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