-2.3%
TLT vs AMDL
+119.6%
-121.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.3% | -14.3% | 0.0% |
| 7D | -1.0% | +18.5% | -19.5% | -1.1% |
| 30D | +3.7% | -24.2% | +27.9% | +3.7% |
| 3M | -0.8% | +11.5% | -12.3% | -0.9% |
| 6M | -3.6% | -1.0% | -2.6% | -3.8% |
| YTD | -3.9% | +260.3% | -264.2% | -4.1% |
| 1Y | -6.2% | +178.2% | -184.4% | -6.4% |
| All | -2.3% | +119.6% | -121.9% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling