+36.0%
TSM vs AMDL
+108.7%
-72.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | -10.0% | -30.7% | +20.8% | -4.0% |
| 30D | -18.5% | -43.8% | +25.2% | -10.3% |
| 3M | -4.9% | -24.5% | +19.6% | -2.4% |
| 6M | -1.0% | +44.7% | -45.7% | -12.5% |
| YTD | +31.3% | +204.0% | -172.7% | -3.4% |
| 1Y | +36.0% | +109.1% | -73.1% | +3.8% |
| All | +36.0% | +108.7% | -72.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling