+19.3%
TPR vs AMDL
+108.7%
-89.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.5% |
| 7D | +12.6% | -30.7% | +43.4% | +14.3% |
| 30D | +7.1% | -43.8% | +50.9% | +9.6% |
| 3M | -19.4% | -24.5% | +5.2% | -19.2% |
| 6M | -9.7% | +44.7% | -54.4% | -16.9% |
| YTD | -1.0% | +204.0% | -205.0% | -17.7% |
| 1Y | +19.3% | +109.1% | -89.8% | +5.5% |
| All | +19.3% | +108.7% | -89.4% | +5.5% |
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