+85.8%
AMDL vs CRL
+101.2%
-15.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +7.8% | +14.5% | +18.4% |
| 7D | -26.2% | -6.1% | -20.1% | -23.8% |
| 30D | -57.1% | +12.4% | -69.5% | -57.4% |
| 3M | -29.8% | +27.1% | -57.0% | -32.7% |
| 6M | -22.2% | +85.7% | -107.9% | -36.4% |
| YTD | +142.1% | +69.2% | +72.9% | +102.0% |
| 1Y | +85.8% | +97.5% | -11.7% | +54.1% |
| All | +85.8% | +101.2% | -15.4% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling