+47.6%
AMDL vs CRL
+29.4%
+18.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +7.8% | +14.5% | +17.5% |
| 7D | -26.2% | -6.1% | -20.1% | -22.2% |
| 30D | -57.1% | +12.4% | -69.5% | -58.6% |
| 3M | -29.8% | +27.1% | -57.0% | -37.2% |
| 6M | -22.2% | +85.7% | -107.9% | -46.1% |
| YTD | +142.1% | +69.2% | +72.9% | +74.7% |
| 1Y | +85.8% | +97.5% | -11.7% | +20.4% |
| All | +47.6% | +29.4% | +18.2% | +10.7% |
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 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