-33.0%
TRI vs AMDL
+117.8%
-150.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +11.7% | -18.2% | -6.4% |
| 7D | -7.1% | +19.9% | -27.0% | -6.9% |
| 30D | -2.3% | +6.3% | -8.6% | -2.2% |
| 3M | +19.6% | -9.9% | +29.5% | +19.5% |
| 6M | -8.7% | +394.3% | -403.0% | -15.1% |
| YTD | -22.3% | +257.3% | -279.6% | -27.3% |
| 1Y | -40.7% | +508.5% | -549.2% | -46.7% |
| All | -33.0% | +117.8% | -150.8% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling