-4.8%
TLT vs AMDL
+62.4%
-67.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +22.3% | -22.3% | -0.2% |
| 7D | +0.1% | -26.2% | +26.3% | +0.2% |
| 30D | +6.2% | -57.1% | +63.3% | +6.8% |
| 3M | +0.1% | -29.8% | +29.9% | 0.0% |
| 6M | -3.0% | -22.2% | +19.3% | -3.7% |
| YTD | -2.7% | +142.1% | -144.9% | -4.9% |
| 1Y | -4.8% | +85.8% | -90.7% | -6.8% |
| All | -4.8% | +62.4% | -67.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling