+95.0%
AMDL vs CRL
+10.6%
+84.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +10.8% | +10.1% |
| 7D | +4.5% | -1.0% | +5.6% | +5.0% |
| 30D | -4.4% | +10.7% | -15.1% | -10.0% |
| 3M | -30.5% | +55.3% | -85.8% | -47.7% |
| 6M | +300.9% | +60.7% | +240.2% | +188.5% |
| YTD | +219.9% | +44.6% | +175.3% | +145.0% |
| 1Y | +374.7% | +77.7% | +297.0% | +208.5% |
| All | +95.0% | +10.6% | +84.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling