+201.3%
TPR vs AMDL
+20.7%
+180.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -34.9% | +41.9% | +9.9% |
| 7D | +13.9% | -52.7% | +66.6% | +19.8% |
| 30D | +14.9% | -65.3% | +80.2% | +23.9% |
| 3M | -15.4% | -40.8% | +25.5% | -14.4% |
| 6M | -4.5% | -12.9% | +8.4% | -11.9% |
| YTD | +6.0% | +98.0% | -92.0% | -15.3% |
| 1Y | +24.3% | +30.1% | -5.8% | +4.4% |
| All | +201.3% | +20.7% | +180.6% | +119.7% |
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