+7.6%
TGT vs AMDL
+95.0%
-87.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.1% |
| 7D | +0.8% | +4.5% | -3.8% | +0.6% |
| 30D | +12.2% | -4.4% | +16.6% | +12.2% |
| 3M | +33.8% | -30.5% | +64.3% | +33.8% |
| 6M | +39.3% | +300.9% | -261.6% | +22.7% |
| YTD | +72.9% | +219.9% | -147.1% | +52.3% |
| 1Y | +84.6% | +374.7% | -290.2% | +54.5% |
| All | +7.6% | +95.0% | -87.4% | -14.2% |
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 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