-4.5%
TPR vs AMDL
-11.0%
+6.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -34.9% | +41.9% | +7.1% |
| 7D | +13.9% | -52.7% | +66.6% | +14.8% |
| 30D | +14.9% | -65.3% | +80.2% | +17.0% |
| 3M | -15.4% | -40.8% | +25.5% | -16.2% |
| 6M | -4.5% | -12.9% | +8.4% | -19.3% |
| All | -4.5% | -11.0% | +6.5% | -19.3% |
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