+77.9%
TEM vs AMDL
+226.8%
-148.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -17.6% | +11.9% | -1.7% |
| 7D | -5.9% | +37.2% | -43.1% | -13.4% |
| 30D | +4.8% | -24.0% | +28.8% | +6.7% |
| 3M | +31.9% | -1.0% | +32.9% | +23.4% |
| 6M | +56.0% | -3.2% | +59.2% | +35.7% |
| YTD | +21.3% | +232.2% | -211.0% | -34.2% |
| 1Y | +5.4% | +137.7% | -132.3% | -37.0% |
| All | +77.9% | +226.8% | -148.9% | -27.4% |
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