+56.8%
TNA vs AMDL
+455.8%
-399.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.2% | -5.3% |
| 7D | -3.6% | +29.0% | -32.6% | -8.7% |
| 30D | -10.1% | +19.1% | -29.1% | -13.7% |
| 3M | +2.7% | +1.8% | +0.9% | -2.4% |
| 6M | +38.4% | +374.4% | -336.0% | -6.4% |
| YTD | +45.4% | +278.9% | -233.5% | -0.5% |
| All | +56.8% | +455.8% | -399.1% | +11.4% |
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