+88.9%
TEM vs AMDL
+138.1%
-49.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +22.3% | -14.3% | +3.0% |
| 7D | +5.3% | -26.2% | +31.5% | +9.9% |
| 30D | +8.1% | -57.1% | +65.2% | +26.4% |
| 3M | +64.9% | -29.8% | +94.7% | +68.5% |
| 6M | +42.1% | -22.2% | +64.4% | +30.3% |
| YTD | +28.8% | +142.1% | -113.3% | -24.0% |
| 1Y | +5.5% | +85.8% | -80.3% | -33.7% |
| All | +88.9% | +138.1% | -49.2% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling