+47.3%
TT vs AMDL
+87.1%
-39.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +26.8% | -22.1% | +2.1% |
| 7D | +1.7% | +10.3% | -8.5% | -0.3% |
| 30D | -11.8% | -38.3% | +26.4% | -9.4% |
| 3M | -12.6% | -8.7% | -3.9% | -14.0% |
| 6M | -9.4% | -14.4% | +5.0% | -12.5% |
| YTD | +8.8% | +206.9% | -198.1% | -10.7% |
| 1Y | -2.5% | +144.4% | -146.9% | -18.7% |
| All | +47.3% | +87.1% | -39.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling