-22.0%
TEAM vs AMDL
+47.6%
-69.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +22.3% | -38.4% | -16.6% |
| 7D | -19.8% | -26.2% | +6.4% | -19.3% |
| 30D | -21.5% | -57.1% | +35.6% | -20.1% |
| 3M | +39.5% | -29.8% | +69.3% | +40.2% |
| 6M | +73.1% | -22.2% | +95.3% | +68.0% |
| YTD | -5.2% | +142.1% | -147.3% | -18.2% |
| 1Y | -1.6% | +85.8% | -87.4% | -13.3% |
| All | -22.0% | +47.6% | -69.6% | -41.3% |
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