+20.7%
AMDL vs TMF
-35.6%
+56.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | +0.6% | -35.4% | -34.9% |
| 7D | -52.7% | +2.7% | -55.4% | -52.8% |
| 30D | -65.3% | +19.3% | -84.6% | -66.0% |
| 3M | -40.8% | -3.7% | -37.2% | -40.5% |
| 6M | -12.9% | -11.3% | -1.6% | -11.7% |
| YTD | +98.0% | -16.6% | +114.6% | +100.2% |
| 1Y | +30.1% | -21.1% | +51.3% | +31.2% |
| All | +20.7% | -35.6% | +56.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling