+178.2%
AMDL vs TMF
-26.6%
+204.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.1% | +14.3% | +14.3% |
| 7D | +18.5% | -3.4% | +21.9% | +20.1% |
| 30D | -24.2% | +11.5% | -35.7% | -32.3% |
| 3M | +11.5% | -4.5% | +16.0% | +14.4% |
| 6M | -1.0% | -15.0% | +14.0% | +14.1% |
| YTD | +260.3% | -19.9% | +280.1% | +323.2% |
| 1Y | +178.2% | -26.6% | +204.7% | +243.6% |
| All | +178.2% | -26.6% | +204.8% | +243.6% |
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