+1.5%
TT vs AMDL
+168.6%
-167.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.3% | -13.4% | -0.4% |
| 7D | +3.5% | +18.5% | -15.0% | +0.7% |
| 30D | -11.0% | -24.2% | +13.2% | -10.6% |
| 3M | -12.0% | +11.5% | -23.5% | -14.8% |
| 6M | -10.4% | -1.0% | -9.4% | -14.3% |
| YTD | +9.9% | +260.3% | -250.3% | -10.2% |
| 1Y | +1.5% | +178.2% | -176.7% | -16.8% |
| All | +1.5% | +168.6% | -167.1% | -16.8% |
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