+47.6%
AMDL vs TMF
-35.7%
+83.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.2% | +22.4% | +22.3% |
| 7D | -26.2% | +1.2% | -27.4% | -26.3% |
| 30D | -57.1% | +19.7% | -76.8% | -58.0% |
| 3M | -29.8% | -2.1% | -27.8% | -29.6% |
| 6M | -22.2% | -13.4% | -8.8% | -21.2% |
| YTD | +142.1% | -16.7% | +158.9% | +144.9% |
| 1Y | +85.8% | -23.3% | +109.2% | +86.9% |
| All | +47.6% | -35.7% | +83.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling