-40.9%
TSCO vs AMDL
+384.9%
-425.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | +1.4% |
| 7D | +0.8% | +4.5% | -3.8% | +0.9% |
| 30D | +5.5% | -4.4% | +9.9% | +5.4% |
| 3M | +20.0% | -30.5% | +50.4% | +19.7% |
| 6M | -29.8% | +300.9% | -330.7% | -28.3% |
| YTD | -28.7% | +219.9% | -248.6% | -27.3% |
| 1Y | -40.9% | +374.7% | -415.6% | -37.6% |
| All | -40.9% | +384.9% | -425.8% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling