+139.2%
TQQQ vs AMDL
+115.6%
+23.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -0.9% |
| 7D | -3.9% | +20.7% | -24.6% | -10.9% |
| 30D | -5.3% | +9.4% | -14.7% | -9.7% |
| 3M | +0.1% | +5.6% | -5.5% | -7.4% |
| 6M | +40.7% | +340.3% | -299.6% | -29.1% |
| YTD | +31.8% | +253.6% | -221.8% | -32.7% |
| 1Y | +48.2% | +443.4% | -395.2% | -43.7% |
| All | +139.2% | +115.6% | +23.7% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling