+376.8%
TTMI vs AMDL
+47.6%
+329.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +22.3% | -15.4% | +0.3% |
| 7D | -19.8% | -26.2% | +6.4% | -13.9% |
| 30D | -48.1% | -57.1% | +9.0% | -34.7% |
| 3M | -51.2% | -29.8% | -21.4% | -46.7% |
| 6M | -59.6% | -22.2% | -37.4% | -58.2% |
| YTD | -3.6% | +142.1% | -145.7% | -27.2% |
| 1Y | -2.3% | +85.8% | -88.2% | -22.7% |
| All | +376.8% | +47.6% | +329.2% | +204.7% |
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