+71.1%
TRV vs AMDL
+117.8%
-46.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -0.9% |
| 7D | +0.5% | +19.9% | -19.5% | +0.7% |
| 30D | -4.9% | +6.3% | -11.1% | -4.7% |
| 3M | +23.7% | -9.9% | +33.6% | +23.9% |
| 6M | +20.3% | +394.3% | -374.0% | +20.2% |
| YTD | +27.1% | +257.3% | -230.2% | +26.9% |
| 1Y | +35.3% | +508.5% | -473.2% | +32.8% |
| All | +71.1% | +117.8% | -46.7% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling