+15.0%
TSN vs AMDL
+145.7%
-130.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.9% | -0.7% |
| 7D | -1.4% | +103.5% | -105.0% | +0.5% |
| 30D | +10.2% | -18.3% | +28.5% | +10.3% |
| 3M | +7.2% | +20.1% | -12.9% | +8.4% |
| 6M | -10.6% | +15.9% | -26.5% | -9.2% |
| YTD | +3.7% | +303.0% | -299.3% | +7.7% |
| 1Y | +13.5% | +164.0% | -150.5% | +16.8% |
| All | +15.0% | +145.7% | -130.7% | +12.9% |
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