-0.2%
TSN vs AMDL
+95.0%
-95.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -0.4% |
| 7D | -6.3% | +4.5% | -10.9% | -6.2% |
| 30D | -10.8% | -4.4% | -6.4% | -10.8% |
| 3M | -8.8% | -30.5% | +21.7% | -8.9% |
| 6M | -16.8% | +300.9% | -317.7% | -14.6% |
| YTD | -10.0% | +219.9% | -229.9% | -7.7% |
| 1Y | -5.3% | +374.7% | -380.0% | -1.9% |
| All | -0.2% | +95.0% | -95.2% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling