+137.7%
AMDL vs TCOM
-41.4%
+179.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.9% | -18.4% | -17.6% |
| 7D | +37.2% | -1.8% | +39.0% | +37.3% |
| 30D | -24.0% | +12.1% | -36.1% | -25.6% |
| 3M | -1.0% | -3.2% | +2.2% | +1.7% |
| 6M | -3.2% | -16.6% | +13.4% | +10.8% |
| YTD | +232.2% | -39.4% | +271.6% | +283.6% |
| 1Y | +137.7% | -41.5% | +179.3% | +181.6% |
| All | +137.7% | -41.4% | +179.1% | +181.6% |
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