+131.0%
AMDL vs TENB
-26.8%
+157.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.1% |
| 7D | +29.0% | -1.7% | +30.6% | +30.0% |
| 30D | +19.1% | -8.3% | +27.3% | +22.3% |
| 3M | +1.8% | +26.2% | -24.4% | -16.4% |
| 6M | +374.4% | +60.2% | +314.2% | +226.0% |
| YTD | +278.9% | +43.1% | +235.8% | +179.8% |
| 1Y | +510.6% | +9.4% | +501.2% | +476.5% |
| All | +131.0% | -26.8% | +157.8% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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