-11.2%
TEL vs AMDL
+133.6%
-144.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.8% |
| 7D | -0.9% | +5.4% | -6.3% | -2.6% |
| 30D | -0.2% | -36.6% | +36.4% | +2.6% |
| 3M | +2.0% | -1.0% | +3.0% | -0.6% |
| 6M | +6.4% | -12.1% | +18.5% | +1.3% |
| YTD | -3.2% | +215.1% | -218.4% | -28.4% |
| 1Y | -11.2% | +130.4% | -141.5% | -31.5% |
| All | -11.2% | +133.6% | -144.7% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling