-38.4%
TRI vs AMDL
+384.9%
-423.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +9.2% | -14.6% | -4.9% |
| 7D | -0.5% | +4.5% | -5.1% | -0.2% |
| 30D | +7.9% | -4.4% | +12.3% | +7.9% |
| 3M | +24.1% | -30.5% | +54.5% | +24.1% |
| 6M | +3.8% | +300.9% | -297.1% | +1.9% |
| YTD | -16.9% | +219.9% | -236.8% | -18.4% |
| 1Y | -38.4% | +374.7% | -413.1% | -39.8% |
| All | -38.4% | +384.9% | -423.3% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling