+137.7%
AMDL vs CRL
+99.6%
+38.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.8% | -16.7% | -17.1% |
| 7D | +37.2% | +0.1% | +37.1% | +37.6% |
| 30D | -24.0% | +11.9% | -36.0% | -24.2% |
| 3M | -1.0% | +20.2% | -21.2% | -3.4% |
| 6M | -3.2% | +107.5% | -110.7% | -24.4% |
| YTD | +232.2% | +69.4% | +162.8% | +175.0% |
| 1Y | +137.7% | +99.7% | +38.0% | +83.7% |
| All | +137.7% | +99.6% | +38.2% | +83.7% |
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