+145.7%
AMDL vs CRL
+30.6%
+115.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +12.2% |
| 7D | +103.5% | +8.9% | +94.7% | +95.1% |
| 30D | -18.3% | +14.0% | -32.3% | -21.5% |
| 3M | +20.1% | +19.8% | +0.2% | +11.5% |
| 6M | +15.9% | +102.0% | -86.1% | -23.1% |
| YTD | +303.0% | +70.8% | +232.2% | +190.0% |
| 1Y | +164.0% | +98.7% | +65.3% | +71.3% |
| All | +145.7% | +30.6% | +115.0% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling