+95.0%
AMDL vs TLN
+270.8%
-175.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.8% | +5.4% | +5.9% |
| 7D | +4.5% | +7.1% | -2.5% | -1.5% |
| 30D | -4.4% | -3.9% | -0.5% | -1.1% |
| 3M | -30.5% | -16.2% | -14.3% | -15.9% |
| 6M | +300.9% | -5.8% | +306.7% | +353.4% |
| YTD | +219.9% | -15.4% | +235.4% | +292.6% |
| 1Y | +374.7% | -16.7% | +391.4% | +495.4% |
| All | +95.0% | +270.8% | -175.7% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling