+4.1%
CARR vs AMDL
+126.1%
-122.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.4% | +1.0% |
| 7D | -3.8% | +15.9% | -19.7% | -5.3% |
| 30D | -8.9% | +10.5% | -19.4% | -10.2% |
| 3M | -17.3% | -4.7% | -12.6% | -18.7% |
| 6M | -1.4% | +355.2% | -356.6% | -18.9% |
| YTD | +10.0% | +270.9% | -260.9% | -9.7% |
| 1Y | -6.4% | +499.5% | -505.8% | -29.5% |
| All | +4.1% | +126.1% | -122.0% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling