+3.9%
TMUS vs AMDL
+20.7%
-16.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -34.9% | +35.8% | -0.2% |
| 7D | +9.0% | -52.7% | +61.7% | +7.1% |
| 30D | -3.2% | -65.3% | +62.1% | -5.5% |
| 3M | -6.9% | -40.8% | +33.9% | -7.7% |
| 6M | -16.4% | -12.9% | -3.6% | -16.3% |
| YTD | -19.6% | +98.0% | -117.6% | -18.4% |
| 1Y | -19.9% | +30.1% | -50.0% | -18.5% |
| All | +3.9% | +20.7% | -16.8% | +4.6% |
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