+245.8%
TE vs AMDL
+131.0%
+114.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.0% | -9.0% | -5.2% |
| 7D | +15.0% | +29.0% | -14.0% | +4.6% |
| 30D | -7.5% | +19.1% | -26.6% | -13.9% |
| 3M | -42.0% | +1.8% | -43.7% | -43.8% |
| 6M | -31.4% | +374.4% | -405.8% | -62.4% |
| YTD | -26.5% | +278.9% | -305.4% | -57.5% |
| 1Y | +153.1% | +510.6% | -357.5% | +20.7% |
| All | +245.8% | +131.0% | +114.8% | +63.0% |
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