+62.0%
TEL vs AMDL
+87.1%
-25.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +26.8% | -21.1% | +2.6% |
| 7D | +0.6% | +10.3% | -9.7% | -1.8% |
| 30D | +0.2% | -38.3% | +38.5% | +3.7% |
| 3M | +1.5% | -8.7% | +10.2% | -0.4% |
| 6M | +6.9% | -14.4% | +21.3% | +2.0% |
| YTD | -2.8% | +206.9% | -209.8% | -24.8% |
| 1Y | -8.8% | +144.4% | -153.2% | -27.9% |
| All | +62.0% | +87.1% | -25.1% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling