+65.6%
TXN vs AMDL
+131.0%
-65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.0% | +0.1% |
| 7D | +2.7% | +29.0% | -26.3% | -1.3% |
| 30D | -6.7% | +19.1% | -25.8% | -9.5% |
| 3M | -8.9% | +1.8% | -10.7% | -11.4% |
| 6M | +34.7% | +374.4% | -339.7% | +2.8% |
| YTD | +53.3% | +278.9% | -225.6% | +17.3% |
| 1Y | +45.0% | +510.6% | -465.5% | -2.8% |
| All | +65.6% | +131.0% | -65.4% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling