+95.0%
AMDL vs CLBK
+61.4%
+33.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +4.5% | +1.2% | +3.3% | +3.8% |
| 30D | -4.4% | +9.1% | -13.5% | -9.0% |
| 3M | -30.5% | +27.7% | -58.2% | -40.1% |
| 6M | +300.9% | +40.8% | +260.1% | +226.7% |
| YTD | +219.9% | +66.4% | +153.5% | +130.6% |
| 1Y | +374.7% | +72.4% | +302.3% | +231.6% |
| All | +95.0% | +61.4% | +33.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 all: compounded portfolio wealth divided by compounded CLBK 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…
all analysis · Full analysis span regression · 6 months rolling