+76.2%
TNA vs AMDL
+126.1%
-49.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.2% |
| 7D | -7.3% | +15.9% | -23.2% | -11.2% |
| 30D | -14.2% | +10.5% | -24.6% | -17.4% |
| 3M | -4.6% | -4.7% | +0.2% | -9.5% |
| 6M | +36.9% | +355.2% | -318.2% | -23.0% |
| YTD | +42.5% | +270.9% | -228.3% | -19.0% |
| 1Y | +45.8% | +499.5% | -453.7% | -34.6% |
| All | +76.2% | +126.1% | -49.9% | -22.9% |
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