+17.5%
TMUS vs AMDL
+95.0%
-77.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.2% | -12.7% | -3.3% |
| 7D | +0.1% | +4.5% | -4.5% | +0.2% |
| 30D | +5.3% | -4.4% | +9.7% | +5.2% |
| 3M | +3.1% | -30.5% | +33.6% | +3.1% |
| 6M | -16.5% | +300.9% | -317.3% | -14.2% |
| YTD | -9.2% | +219.9% | -229.1% | -6.9% |
| 1Y | -26.5% | +374.7% | -401.2% | -25.1% |
| All | +17.5% | +95.0% | -77.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling