+198.2%
TPR vs AMDL
+47.6%
+150.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +22.3% | -23.3% | -2.8% |
| 7D | +14.2% | -26.2% | +40.4% | +15.7% |
| 30D | +17.1% | -57.1% | +74.2% | +23.8% |
| 3M | -17.7% | -29.8% | +12.1% | -18.0% |
| 6M | -10.2% | -22.2% | +12.0% | -15.1% |
| YTD | +4.9% | +142.1% | -137.2% | -17.7% |
| 1Y | +36.1% | +85.8% | -49.7% | +9.8% |
| All | +198.2% | +47.6% | +150.7% | +113.6% |
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