+31.3%
TYL vs AMDL
-11.0%
+42.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -34.9% | +36.6% | -3.1% |
| 7D | +15.1% | -52.7% | +67.8% | +5.3% |
| 30D | +30.1% | -65.3% | +95.4% | +14.9% |
| 3M | +40.4% | -40.8% | +81.2% | +36.0% |
| 6M | +31.3% | -12.9% | +44.2% | +38.2% |
| All | +31.3% | -11.0% | +42.3% | +38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling