-34.0%
TRI vs AMDL
+126.1%
-160.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.8% |
| 7D | -7.9% | +15.9% | -23.8% | -7.7% |
| 30D | -4.5% | +10.5% | -15.0% | -4.3% |
| 3M | +22.1% | -4.7% | +26.8% | +22.0% |
| 6M | -2.8% | +355.2% | -357.9% | -9.1% |
| YTD | -23.4% | +270.9% | -294.3% | -28.4% |
| 1Y | -41.5% | +499.5% | -541.0% | -47.3% |
| All | -34.0% | +126.1% | -160.0% | -41.7% |
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