-80.0%
TTD vs AMDL
+102.5%
-182.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -17.6% | +18.9% | +3.3% |
| 7D | +21.3% | +37.2% | -15.9% | +16.6% |
| 30D | +28.7% | -24.0% | +52.8% | +29.3% |
| 3M | +7.7% | -1.0% | +8.7% | +3.7% |
| 6M | -23.5% | -3.2% | -20.3% | -30.0% |
| YTD | -58.7% | +232.2% | -290.9% | -71.1% |
| 1Y | -63.4% | +137.7% | -201.2% | -73.0% |
| All | -80.0% | +102.5% | -182.5% | -88.8% |
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