+95.0%
AMDL vs TAP
-33.8%
+128.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.1% |
| 7D | +4.5% | -2.3% | +6.9% | +3.4% |
| 30D | -4.4% | -2.1% | -2.3% | -5.1% |
| 3M | -30.5% | +6.6% | -37.1% | -27.2% |
| 6M | +300.9% | -11.5% | +312.4% | +297.3% |
| YTD | +219.9% | -10.3% | +230.2% | +220.3% |
| 1Y | +374.7% | -14.4% | +389.1% | +377.1% |
| All | +95.0% | -33.8% | +128.8% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling