-21.4%
TEAM vs AMDL
+87.1%
-108.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.8% | -26.0% | +0.3% |
| 7D | -17.2% | +10.3% | -27.5% | -17.4% |
| 30D | -25.1% | -38.3% | +13.2% | -24.3% |
| 3M | +3.9% | -8.7% | +12.6% | +3.8% |
| 6M | +69.1% | -14.4% | +83.5% | +65.3% |
| YTD | -4.5% | +206.9% | -211.4% | -17.9% |
| 1Y | -1.9% | +144.4% | -146.2% | -14.4% |
| All | -21.4% | +87.1% | -108.5% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling