+75.4%
TSM vs AMDL
+441.9%
-366.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.2% | -6.3% | +1.2% |
| 7D | +2.7% | +4.5% | -1.8% | +1.9% |
| 30D | +3.6% | -4.4% | +8.0% | +3.9% |
| 3M | -3.4% | -30.5% | +27.1% | -0.5% |
| 6M | +20.6% | +300.9% | -280.3% | -8.2% |
| YTD | +41.9% | +219.9% | -178.1% | +8.9% |
| All | +75.4% | +441.9% | -366.5% | +29.8% |
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