+15.0%
TSN vs AMDL
+127.5%
-112.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.8% | -26.5% | +1.1% |
| 7D | +4.9% | +10.3% | -5.4% | +5.6% |
| 30D | +12.1% | -38.3% | +50.3% | +11.1% |
| 3M | +4.1% | -8.7% | +12.8% | +4.6% |
| 6M | -10.9% | -14.4% | +3.5% | -10.3% |
| YTD | +4.8% | +206.9% | -202.2% | +5.0% |
| All | +15.0% | +127.5% | -112.5% | +16.4% |
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