+109.1%
AMDL vs TMF
-23.9%
+133.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.6% |
| 7D | -30.7% | +4.0% | -34.7% | -32.2% |
| 30D | -43.8% | +19.5% | -63.2% | -51.0% |
| 3M | -24.5% | -3.5% | -21.0% | -21.8% |
| 6M | +44.7% | -10.6% | +55.3% | +61.5% |
| YTD | +204.0% | -17.1% | +221.1% | +244.8% |
| 1Y | +109.1% | -24.3% | +133.3% | +125.6% |
| All | +109.1% | -23.9% | +133.0% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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