+85.8%
AMDL vs TLN
-13.3%
+99.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +7.1% | +15.2% | +13.4% |
| 7D | -26.2% | -1.3% | -24.9% | -23.6% |
| 30D | -57.1% | -10.5% | -46.6% | -49.3% |
| 3M | -29.8% | +0.1% | -29.9% | -28.8% |
| 6M | -22.2% | -17.4% | -4.8% | +2.5% |
| YTD | +142.1% | -9.7% | +151.8% | +180.0% |
| 1Y | +85.8% | -12.3% | +98.1% | +122.4% |
| All | +85.8% | -13.3% | +99.1% | +122.4% |
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