+85.8%
AMDL vs TMF
-22.9%
+108.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.2% | +22.4% | +22.4% |
| 7D | -26.2% | +1.2% | -27.4% | -26.9% |
| 30D | -57.1% | +19.7% | -76.8% | -63.4% |
| 3M | -29.8% | -2.1% | -27.8% | -28.1% |
| 6M | -22.2% | -13.4% | -8.8% | -10.4% |
| YTD | +142.1% | -16.7% | +158.9% | +179.0% |
| 1Y | +85.8% | -23.3% | +109.2% | +122.3% |
| All | +85.8% | -22.9% | +108.7% | +122.3% |
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