+119.6%
AMDL vs TMF
-38.1%
+157.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.1% | +14.3% | +14.3% |
| 7D | +18.5% | -3.4% | +21.9% | +18.7% |
| 30D | -24.2% | +11.5% | -35.7% | -25.3% |
| 3M | +11.5% | -4.5% | +16.0% | +11.9% |
| 6M | -1.0% | -15.0% | +14.0% | +0.4% |
| YTD | +260.3% | -19.9% | +280.1% | +265.0% |
| 1Y | +178.2% | -26.6% | +204.7% | +180.1% |
| All | +119.6% | -38.1% | +157.7% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling