+1.0%
TYL vs AMDL
+47.6%
-46.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +22.3% | -24.6% | -1.7% |
| 7D | +6.7% | -26.2% | +32.9% | +6.2% |
| 30D | +26.5% | -57.1% | +83.6% | +24.8% |
| 3M | +37.3% | -29.8% | +67.1% | +36.9% |
| 6M | +31.2% | -22.2% | +53.4% | +29.7% |
| YTD | -7.4% | +142.1% | -149.5% | -11.8% |
| 1Y | -9.6% | +85.8% | -95.4% | -13.3% |
| All | +1.0% | +47.6% | -46.6% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling