+199.4%
TSM vs AMDL
+92.1%
+107.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.5% |
| 7D | -2.1% | +5.4% | -7.5% | -5.1% |
| 30D | -12.5% | -36.6% | +24.1% | -7.0% |
| 3M | -5.0% | -1.0% | -4.0% | -9.3% |
| 6M | -3.2% | -12.1% | +8.9% | -9.4% |
| YTD | +31.5% | +215.1% | -183.6% | -12.6% |
| 1Y | +35.7% | +130.4% | -94.7% | -4.8% |
| All | +199.4% | +92.1% | +107.3% | +75.5% |
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