-10.0%
TNA vs AMDL
-1.6%
-8.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.3% | -11.7% | -0.6% |
| 7D | -2.1% | +18.5% | -20.7% | -7.6% |
| 30D | +3.1% | -24.2% | +27.3% | +5.1% |
| 3M | -20.2% | +11.5% | -31.7% | -26.6% |
| 6M | -10.0% | -1.0% | -9.0% | -23.4% |
| All | -10.0% | -1.6% | -8.4% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling