+3.4%
TYL vs AMDL
+20.7%
-17.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -34.9% | +36.6% | +0.8% |
| 7D | +15.1% | -52.7% | +67.8% | +13.3% |
| 30D | +30.1% | -65.3% | +95.4% | +27.5% |
| 3M | +40.4% | -40.8% | +81.2% | +39.1% |
| 6M | +31.3% | -12.9% | +44.2% | +27.9% |
| YTD | -5.2% | +98.0% | -103.2% | -10.3% |
| 1Y | -6.6% | +30.1% | -36.7% | -10.4% |
| All | +3.4% | +20.7% | -17.3% | -12.2% |
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