+9.2%
TT vs AMDL
+384.9%
-375.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | 0.0% |
| 7D | -0.2% | +4.5% | -4.8% | -0.6% |
| 30D | -7.4% | -4.4% | -3.0% | -7.3% |
| 3M | -3.2% | -30.5% | +27.3% | -2.5% |
| 6M | +1.1% | +300.9% | -299.8% | -9.4% |
| YTD | +15.6% | +219.9% | -204.3% | +3.3% |
| 1Y | +9.2% | +374.7% | -365.5% | -1.2% |
| All | +9.2% | +384.9% | -375.7% | -1.2% |
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 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