+374.7%
AMDL vs TCOM
-42.5%
+417.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.5% |
| 7D | +4.5% | -9.5% | +14.1% | +8.5% |
| 30D | -4.4% | -10.7% | +6.3% | -0.5% |
| 3M | -30.5% | -14.6% | -15.9% | -25.5% |
| 6M | +300.9% | -19.3% | +320.2% | +355.3% |
| YTD | +219.9% | -42.9% | +262.9% | +294.0% |
| 1Y | +374.7% | -43.8% | +418.5% | +465.4% |
| All | +374.7% | -42.5% | +417.2% | +465.4% |
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