+87.5%
TNA vs AMDL
+117.8%
-30.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.7% | -13.0% | -4.4% |
| 7D | +4.1% | +19.9% | -15.9% | -1.3% |
| 30D | -7.6% | +6.3% | -13.9% | -10.0% |
| 3M | +8.1% | -9.9% | +18.0% | +3.9% |
| 6M | +49.0% | +394.3% | -345.3% | -18.3% |
| YTD | +51.7% | +257.3% | -205.6% | -12.7% |
| 1Y | +59.6% | +508.5% | -448.9% | -29.2% |
| All | +87.5% | +117.8% | -30.3% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling