+37.4%
TT vs AMDL
+20.7%
+16.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -34.9% | +30.5% | -1.1% |
| 7D | -9.0% | -52.7% | +43.7% | -3.2% |
| 30D | -17.6% | -65.3% | +47.7% | -10.2% |
| 3M | -18.7% | -40.8% | +22.2% | -16.2% |
| 6M | -17.4% | -12.9% | -4.6% | -20.6% |
| YTD | +1.5% | +98.0% | -96.5% | -12.7% |
| 1Y | -9.4% | +30.1% | -39.5% | -19.4% |
| All | +37.4% | +20.7% | +16.7% | +5.8% |
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 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