+32.4%
TPR vs AMDL
+168.6%
-136.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.3% | -16.0% | -2.0% |
| 7D | +6.4% | +18.5% | -12.1% | +5.7% |
| 30D | +13.8% | -24.2% | +38.0% | +14.6% |
| 3M | -16.6% | +11.5% | -28.1% | -18.0% |
| 6M | +0.7% | -1.0% | +1.7% | -2.7% |
| YTD | +5.3% | +260.3% | -254.9% | -8.6% |
| 1Y | +32.4% | +178.2% | -145.8% | +17.2% |
| All | +32.4% | +168.6% | -136.2% | +17.2% |
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