+87.5%
TRV vs AMDL
+119.6%
-32.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.3% | -14.7% | -0.1% |
| 7D | -2.4% | +18.5% | -20.9% | -1.9% |
| 30D | +7.5% | -24.2% | +31.7% | +7.4% |
| 3M | +6.7% | +11.5% | -4.8% | +7.3% |
| 6M | +35.5% | -1.0% | +36.5% | +36.1% |
| YTD | +39.3% | +260.3% | -221.0% | +39.6% |
| 1Y | +41.8% | +178.2% | -136.4% | +42.6% |
| All | +87.5% | +119.6% | -32.1% | +79.9% |
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