+5.9%
TEM vs AMDL
+79.5%
-73.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +22.3% | -14.3% | +5.2% |
| 7D | +5.3% | -26.2% | +31.5% | +7.8% |
| 30D | +8.1% | -57.1% | +65.2% | +17.2% |
| 3M | +64.9% | -29.8% | +94.7% | +67.7% |
| 6M | +42.1% | -22.2% | +64.4% | +38.7% |
| YTD | +28.8% | +142.1% | -113.3% | +3.0% |
| All | +5.9% | +79.5% | -73.5% | -11.8% |
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