+223.9%
TE vs AMDL
+95.0%
+128.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -2.0% |
| 7D | -4.0% | +4.5% | -8.5% | -5.7% |
| 30D | -15.9% | -4.4% | -11.5% | -15.1% |
| 3M | -60.5% | -30.5% | -30.1% | -56.3% |
| 6M | -35.2% | +300.9% | -336.1% | -62.2% |
| YTD | -31.1% | +219.9% | -251.1% | -57.7% |
| 1Y | +148.6% | +374.7% | -226.1% | +28.6% |
| All | +223.9% | +95.0% | +128.9% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling