+61.1%
TNA vs AMDL
+119.6%
-58.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.3% | -11.7% | -1.1% |
| 7D | -2.1% | +18.5% | -20.7% | -8.6% |
| 30D | +3.1% | -24.2% | +27.3% | +6.0% |
| 3M | -20.2% | +11.5% | -31.7% | -27.7% |
| 6M | -10.0% | -1.0% | -9.0% | -21.6% |
| YTD | +30.3% | +260.3% | -229.9% | -29.6% |
| 1Y | +31.1% | +178.2% | -147.0% | -24.8% |
| All | +61.1% | +119.6% | -58.5% | -33.0% |
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 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