-25.9%
TRI vs AMDL
+102.5%
-128.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | -0.4% |
| 7D | -2.9% | +37.2% | -40.1% | -1.9% |
| 30D | +3.7% | -24.0% | +27.7% | +4.1% |
| 3M | +3.7% | -1.0% | +4.7% | +4.6% |
| 6M | +35.1% | -3.2% | +38.3% | +35.1% |
| YTD | -14.0% | +232.2% | -246.2% | -19.0% |
| 1Y | -19.0% | +137.7% | -156.7% | -22.6% |
| All | -25.9% | +102.5% | -128.4% | -34.1% |
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