-16.0%
CAG vs AMDL
+540.4%
-556.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -0.7% |
| 7D | -6.6% | +29.0% | -35.6% | -5.2% |
| 30D | +2.3% | +19.1% | -16.8% | +3.5% |
| 3M | +16.3% | +1.8% | +14.5% | +17.7% |
| 6M | -16.0% | +374.4% | -390.4% | -8.3% |
| YTD | -7.7% | +278.9% | -286.6% | +0.1% |
| 1Y | -16.0% | +510.6% | -526.6% | -5.8% |
| All | -16.0% | +540.4% | -556.5% | -5.8% |
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