+4.8%
TMO vs AMDL
+115.6%
-110.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | -0.2% |
| 7D | -2.5% | +20.7% | -23.2% | -3.1% |
| 30D | -0.3% | +9.4% | -9.7% | -0.8% |
| 3M | +25.3% | +5.6% | +19.6% | +23.2% |
| 6M | +20.9% | +340.3% | -319.4% | +8.4% |
| YTD | +4.3% | +253.6% | -249.3% | -6.2% |
| 1Y | +27.0% | +443.4% | -416.3% | +9.0% |
| All | +4.8% | +115.6% | -110.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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