-73.1%
TTD vs AMDL
+505.2%
-578.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.5% | -3.1% |
| 7D | +1.7% | +19.9% | -18.2% | +1.3% |
| 30D | +1.6% | +6.3% | -4.7% | +1.4% |
| 3M | -27.8% | -9.9% | -18.0% | -28.4% |
| 6M | -52.1% | +394.3% | -446.4% | -58.2% |
| YTD | -63.1% | +257.3% | -320.4% | -67.3% |
| 1Y | -73.1% | +508.5% | -581.6% | -77.0% |
| All | -73.1% | +505.2% | -578.3% | -77.0% |
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