-11.8%
CAG vs AMDL
+384.9%
-396.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -0.4% |
| 7D | -3.8% | +4.5% | -8.3% | -3.5% |
| 30D | +3.1% | -4.4% | +7.5% | +3.1% |
| 3M | +23.5% | -30.5% | +54.0% | +22.9% |
| 6M | -14.8% | +300.9% | -315.7% | -7.5% |
| YTD | -5.4% | +219.9% | -225.4% | +1.9% |
| 1Y | -11.8% | +374.7% | -386.5% | -0.8% |
| All | -11.8% | +384.9% | -396.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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