-81.6%
TTD vs AMDL
+95.0%
-176.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.6% | -5.4% |
| 7D | +6.3% | +4.5% | +1.8% | +5.7% |
| 30D | -23.9% | -4.4% | -19.5% | -23.8% |
| 3M | -31.4% | -30.5% | -0.9% | -31.2% |
| 6M | -42.7% | +300.9% | -343.6% | -58.7% |
| YTD | -62.0% | +219.9% | -281.9% | -72.4% |
| 1Y | -72.2% | +374.7% | -446.9% | -82.6% |
| All | -81.6% | +95.0% | -176.6% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling