-9.2%
TYL vs AMDL
+175.5%
-184.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.3% | +0.6% |
| 7D | -1.6% | +103.5% | -105.1% | +5.8% |
| 30D | +22.1% | -18.3% | +40.4% | +22.6% |
| 3M | +33.4% | +20.1% | +13.3% | +39.9% |
| 6M | +36.8% | +15.9% | +20.9% | +44.9% |
| YTD | -6.7% | +303.0% | -309.7% | +4.3% |
| 1Y | -9.2% | +164.0% | -173.2% | -3.9% |
| All | -9.2% | +175.5% | -184.7% | -3.9% |
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