+47.6%
AMDL vs TAP
-34.0%
+81.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -4.5% | +26.8% | +19.1% |
| 7D | -26.2% | +0.5% | -26.7% | -25.2% |
| 30D | -57.1% | +9.1% | -66.2% | -53.6% |
| 3M | -29.8% | -3.8% | -26.1% | -28.6% |
| 6M | -22.2% | -3.4% | -18.8% | -18.0% |
| YTD | +142.1% | -10.6% | +152.8% | +150.4% |
| 1Y | +85.8% | -4.4% | +90.2% | +95.1% |
| All | +47.6% | -34.0% | +81.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling