+41.7%
TJX vs AMDL
+95.0%
-53.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -0.2% |
| 7D | -2.2% | +4.5% | -6.8% | -2.3% |
| 30D | -17.1% | -4.4% | -12.7% | -17.1% |
| 3M | -16.5% | -30.5% | +14.0% | -16.4% |
| 6M | -17.8% | +300.9% | -318.7% | -21.5% |
| YTD | -13.2% | +219.9% | -233.2% | -17.1% |
| 1Y | -5.2% | +374.7% | -379.9% | -11.9% |
| All | +41.7% | +95.0% | -53.3% | +29.0% |
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