+206.2%
TSM vs AMDL
+145.7%
+60.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.9% | -13.8% | -4.4% |
| 7D | +14.8% | +103.5% | -88.7% | -2.4% |
| 30D | -8.9% | -18.3% | +9.4% | -8.5% |
| 3M | -5.3% | +20.1% | -25.3% | -13.4% |
| 6M | +2.6% | +15.9% | -13.3% | -9.7% |
| YTD | +34.5% | +303.0% | -268.5% | -15.4% |
| 1Y | +41.0% | +164.0% | -123.0% | -3.7% |
| All | +206.2% | +145.7% | +60.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling