-35.2%
TE vs AMDL
+341.0%
-376.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -2.5% |
| 7D | -4.0% | +4.5% | -8.5% | -5.9% |
| 30D | -15.9% | -4.4% | -11.5% | -15.0% |
| 3M | -60.5% | -30.5% | -30.1% | -56.1% |
| 6M | -35.2% | +300.9% | -336.1% | -51.2% |
| All | -35.2% | +341.0% | -376.3% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling