+88.1%
TXN vs AMDL
+87.1%
+1.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +26.8% | -20.1% | +2.5% |
| 7D | -2.1% | +10.3% | -12.3% | -4.8% |
| 30D | +4.7% | -38.3% | +43.0% | +9.7% |
| 3M | +3.9% | -8.7% | +12.6% | +1.6% |
| 6M | +3.8% | -14.4% | +18.2% | -0.2% |
| YTD | +74.2% | +206.9% | -132.8% | +33.2% |
| 1Y | +88.2% | +144.4% | -56.2% | +47.5% |
| All | +88.1% | +87.1% | +1.0% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling