+14.1%
TSN vs AMDL
+102.5%
-88.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.6% | +16.8% | -1.2% |
| 7D | -1.4% | +37.2% | -38.7% | -0.5% |
| 30D | +8.5% | -24.0% | +32.5% | +8.4% |
| 3M | +5.3% | -1.0% | +6.3% | +6.1% |
| 6M | -10.5% | -3.2% | -7.3% | -9.5% |
| YTD | +3.0% | +232.2% | -229.3% | +6.4% |
| 1Y | +12.1% | +137.7% | -125.6% | +15.2% |
| All | +14.1% | +102.5% | -88.4% | +11.6% |
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 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