-36.7%
TSEM vs AMDL
-18.3%
-18.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +22.3% | -17.4% | -4.2% |
| 7D | -17.5% | -26.2% | +8.7% | -9.7% |
| 30D | -44.7% | -57.1% | +12.4% | -25.0% |
| 3M | -38.9% | -29.8% | -9.0% | -33.2% |
| 6M | -36.7% | -22.2% | -14.5% | -31.2% |
| All | -36.7% | -18.3% | -18.4% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling