+109.1%
AMDL vs TCOM
-39.6%
+148.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.1% |
| 7D | -30.7% | +10.7% | -41.4% | -32.3% |
| 30D | -43.8% | +10.1% | -53.8% | -45.2% |
| 3M | -24.5% | -8.9% | -15.7% | -20.8% |
| 6M | +44.7% | -19.2% | +63.9% | +69.4% |
| YTD | +204.0% | -40.6% | +244.6% | +262.1% |
| 1Y | +109.1% | -39.0% | +148.1% | +136.4% |
| All | +109.1% | -39.6% | +148.7% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling