+44.7%
TJX vs AMDL
+102.5%
-57.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.6% | +16.4% | -1.0% |
| 7D | -0.3% | +37.2% | -37.5% | -0.7% |
| 30D | -5.6% | -24.0% | +18.4% | -5.6% |
| 3M | -12.3% | -1.0% | -11.3% | -12.6% |
| 6M | -7.7% | -3.2% | -4.5% | -8.7% |
| YTD | -11.4% | +232.2% | -243.6% | -15.6% |
| 1Y | -7.0% | +137.7% | -144.8% | -10.6% |
| All | +44.7% | +102.5% | -57.8% | +31.3% |
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 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