+131.0%
AMDL vs TCOM
-9.5%
+140.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.2% | +9.3% | +7.7% |
| 7D | +29.0% | -10.2% | +39.1% | +35.9% |
| 30D | +19.1% | -16.8% | +35.9% | +30.3% |
| 3M | +1.8% | -16.7% | +18.5% | +9.3% |
| 6M | +374.4% | -27.1% | +401.5% | +458.1% |
| YTD | +278.9% | -45.5% | +324.4% | +419.0% |
| 1Y | +510.6% | -45.9% | +556.4% | +738.7% |
| All | +131.0% | -9.5% | +140.4% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling