-39.0%
CAG vs AMDL
+115.6%
-154.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -3.0% |
| 7D | -5.9% | +20.7% | -26.6% | -5.1% |
| 30D | -1.5% | +9.4% | -11.0% | -1.0% |
| 3M | +11.5% | +5.6% | +5.8% | +12.7% |
| 6M | -15.7% | +340.3% | -356.0% | -10.0% |
| YTD | -10.2% | +253.6% | -263.8% | -4.4% |
| 1Y | -18.1% | +443.4% | -461.4% | -11.0% |
| All | -39.0% | +115.6% | -154.6% | -39.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling