+71.6%
TRV vs AMDL
+131.0%
-59.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.7% | +0.4% |
| 7D | +0.2% | +29.0% | -28.8% | +0.5% |
| 30D | -2.3% | +19.1% | -21.4% | -2.1% |
| 3M | +22.7% | +1.8% | +20.9% | +23.0% |
| 6M | +21.9% | +374.4% | -352.5% | +22.0% |
| YTD | +27.5% | +278.9% | -251.4% | +27.4% |
| 1Y | +36.2% | +510.6% | -474.3% | +34.0% |
| All | +71.6% | +131.0% | -59.3% | +64.2% |
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