+145.7%
AMDL vs TLN
+352.3%
-206.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +9.9% |
| 7D | +103.5% | +22.3% | +81.3% | +72.9% |
| 30D | -18.3% | +1.2% | -19.5% | -15.6% |
| 3M | +20.1% | +5.9% | +14.1% | +18.3% |
| 6M | +15.9% | +3.2% | +12.7% | +22.0% |
| YTD | +303.0% | +3.2% | +299.9% | +330.2% |
| 1Y | +164.0% | +5.2% | +158.8% | +178.9% |
| All | +145.7% | +352.3% | -206.6% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling