+131.0%
AMDL vs CRL
+6.7%
+124.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.5% |
| 7D | +29.0% | -4.6% | +33.6% | +31.8% |
| 30D | +19.1% | +0.5% | +18.6% | +18.0% |
| 3M | +1.8% | +46.6% | -44.8% | -21.4% |
| 6M | +374.4% | +57.3% | +317.1% | +243.3% |
| YTD | +278.9% | +39.5% | +239.4% | +195.1% |
| 1Y | +510.6% | +76.9% | +433.7% | +295.6% |
| All | +131.0% | +6.7% | +124.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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