+34.5%
TE vs AMDL
+102.5%
-68.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -17.6% | +14.5% | +3.2% |
| 7D | -19.1% | +37.2% | -56.3% | -30.4% |
| 30D | -34.1% | -24.0% | -10.1% | -32.5% |
| 3M | -60.1% | -1.0% | -59.1% | -63.4% |
| 6M | -66.0% | -3.2% | -62.7% | -69.0% |
| YTD | -71.4% | +232.2% | -303.6% | -84.1% |
| 1Y | -45.3% | +137.7% | -183.0% | -66.3% |
| All | +34.5% | +102.5% | -68.0% | -38.9% |
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