+51.8%
TEL vs AMDL
+117.8%
-66.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -3.1% |
| 7D | -1.4% | +19.9% | -21.4% | -3.6% |
| 30D | -4.9% | +6.3% | -11.1% | -5.9% |
| 3M | +0.1% | -9.9% | +10.0% | -1.7% |
| 6M | +0.4% | +394.3% | -393.9% | -23.4% |
| YTD | -8.9% | +257.3% | -266.2% | -28.9% |
| 1Y | -0.3% | +508.5% | -508.9% | -29.6% |
| All | +51.8% | +117.8% | -66.0% | +6.3% |
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 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