-31.2%
TSCO vs AMDL
+115.6%
-146.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.3% |
| 7D | -3.1% | +20.7% | -23.8% | -3.3% |
| 30D | -4.4% | +9.4% | -13.8% | -4.5% |
| 3M | +9.7% | +5.6% | +4.0% | +9.1% |
| 6M | -32.4% | +340.3% | -372.7% | -36.2% |
| YTD | -31.7% | +253.6% | -285.3% | -35.4% |
| 1Y | -41.3% | +443.4% | -484.7% | -46.4% |
| All | -31.2% | +115.6% | -146.8% | -40.0% |
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