+11.4%
TMUS vs AMDL
+119.6%
-108.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.3% | -12.5% | +2.2% |
| 7D | +8.2% | +18.5% | -10.3% | +8.9% |
| 30D | +13.4% | -24.2% | +37.6% | +13.1% |
| 3M | -3.0% | +11.5% | -14.5% | -2.1% |
| 6M | -8.8% | -1.0% | -7.8% | -7.6% |
| YTD | -13.8% | +260.3% | -274.1% | -10.9% |
| 1Y | -17.1% | +178.2% | -195.2% | -14.2% |
| All | +11.4% | +119.6% | -108.2% | +14.1% |
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