+102.5%
AMDL vs TLN
+339.8%
-237.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -2.8% | -14.8% | -15.0% |
| 7D | +37.2% | +11.0% | +26.2% | +27.0% |
| 30D | -24.0% | +4.9% | -28.9% | -23.7% |
| 3M | -1.0% | +4.9% | -5.9% | -0.9% |
| 6M | -3.2% | +7.1% | -10.3% | +0.1% |
| YTD | +232.2% | +0.3% | +231.9% | +265.9% |
| 1Y | +137.7% | +5.9% | +131.8% | +152.5% |
| All | +102.5% | +339.8% | -237.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling