+109.1%
AMDL vs TLN
-17.6%
+126.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.2% | +12.0% |
| 7D | -30.7% | -6.0% | -24.7% | -25.5% |
| 30D | -43.8% | -1.5% | -42.2% | -42.9% |
| 3M | -24.5% | -3.9% | -20.6% | -21.1% |
| 6M | +44.7% | -15.0% | +59.7% | +84.3% |
| YTD | +204.0% | -12.8% | +216.8% | +257.3% |
| 1Y | +109.1% | -17.3% | +126.4% | +166.7% |
| All | +109.1% | -17.6% | +126.7% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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