+119.6%
AMDL vs TAP
-35.1%
+154.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.7% | +15.1% | +13.8% |
| 7D | +18.5% | -8.0% | +26.5% | +12.0% |
| 30D | -24.2% | +4.1% | -28.3% | -20.4% |
| 3M | +11.5% | -4.4% | +15.8% | +13.1% |
| 6M | -1.0% | -1.9% | +0.9% | +4.2% |
| YTD | +260.3% | -12.1% | +272.3% | +269.2% |
| 1Y | +178.2% | -12.0% | +190.2% | +185.7% |
| All | +119.6% | -35.1% | +154.7% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling