-34.3%
TYL vs AMDL
+384.9%
-419.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.2% | -13.2% | -3.4% |
| 7D | -3.7% | +4.5% | -8.2% | -3.3% |
| 30D | +18.7% | -4.4% | +23.1% | +18.8% |
| 3M | +18.1% | -30.5% | +48.6% | +17.9% |
| 6M | -1.1% | +300.9% | -302.0% | +3.6% |
| YTD | -19.8% | +219.9% | -239.7% | -16.1% |
| 1Y | -34.3% | +374.7% | -409.0% | -29.5% |
| All | -34.3% | +384.9% | -419.2% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling