-3.8%
TEAM vs AMDL
+95.0%
-98.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -2.8% |
| 7D | -0.4% | +4.5% | -5.0% | -0.6% |
| 30D | +67.3% | -4.4% | +71.7% | +67.2% |
| 3M | +86.8% | -30.5% | +117.3% | +86.4% |
| 6M | +146.8% | +300.9% | -154.1% | +111.9% |
| YTD | +16.9% | +219.9% | -203.0% | +0.5% |
| 1Y | +12.8% | +374.7% | -361.9% | -11.0% |
| All | -3.8% | +95.0% | -98.8% | -27.9% |
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