+174.3%
TPR vs AMDL
+95.0%
+79.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.9% |
| 7D | -2.3% | +4.5% | -6.8% | -2.8% |
| 30D | -23.0% | -4.4% | -18.6% | -22.9% |
| 3M | -12.5% | -30.5% | +18.0% | -12.1% |
| 6M | -21.4% | +300.9% | -322.3% | -38.1% |
| YTD | -3.5% | +219.9% | -223.4% | -23.8% |
| 1Y | +17.4% | +374.7% | -357.4% | -15.7% |
| All | +174.3% | +95.0% | +79.3% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling