+66.2%
TE vs AMDL
+47.6%
+18.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +22.3% | -18.8% | -4.7% |
| 7D | -12.6% | -26.2% | +13.6% | -4.7% |
| 30D | -36.7% | -57.1% | +20.4% | -17.3% |
| 3M | -57.5% | -29.8% | -27.6% | -54.3% |
| 6M | -55.2% | -22.2% | -33.0% | -53.9% |
| YTD | -64.7% | +142.1% | -206.8% | -77.1% |
| 1Y | -35.9% | +85.8% | -121.7% | -55.5% |
| All | +66.2% | +47.6% | +18.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling