+43.5%
TSM vs AMDL
+168.6%
-125.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.3% | -10.1% | +1.4% |
| 7D | +4.4% | +18.5% | -14.1% | -1.0% |
| 30D | -7.0% | -24.2% | +17.3% | -5.2% |
| 3M | -1.8% | +11.5% | -13.3% | -8.1% |
| 6M | +2.7% | -1.0% | +3.7% | -4.9% |
| YTD | +37.1% | +260.3% | -223.2% | -4.4% |
| 1Y | +43.5% | +178.2% | -134.7% | +2.4% |
| All | +43.5% | +168.6% | -125.1% | +2.4% |
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