-72.0%
TTD vs AMDL
+108.7%
-180.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.9% |
| 7D | +3.7% | -30.7% | +34.4% | +3.8% |
| 30D | +10.4% | -43.8% | +54.2% | +10.7% |
| 3M | -31.6% | -24.5% | -7.1% | -31.4% |
| 6M | -45.1% | +44.7% | -89.8% | -47.8% |
| YTD | -65.1% | +204.0% | -269.1% | -68.8% |
| 1Y | -72.0% | +109.1% | -181.1% | -74.3% |
| All | -72.0% | +108.7% | -180.6% | -74.3% |
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