+800.4%
TTMI vs AMDL
+95.0%
+705.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.2% | -0.3% | +6.4% |
| 7D | +5.9% | +4.5% | +1.3% | +4.7% |
| 30D | -4.3% | -4.4% | +0.1% | -3.1% |
| 3M | -32.0% | -30.5% | -1.6% | -27.5% |
| 6M | +19.5% | +300.9% | -281.4% | -17.7% |
| YTD | +82.0% | +219.9% | -137.9% | +28.2% |
| 1Y | +172.6% | +374.7% | -202.1% | +73.3% |
| All | +800.4% | +95.0% | +705.3% | +436.7% |
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 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