+58.8%
CART vs AMDL
+44.1%
+14.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -34.9% | +32.4% | -3.3% |
| 7D | +1.2% | -52.7% | +53.9% | -0.7% |
| 30D | +27.1% | -65.3% | +92.4% | +23.5% |
| 3M | +27.4% | -40.8% | +68.3% | +26.8% |
| 6M | +32.1% | -12.9% | +45.0% | +34.8% |
| YTD | +28.5% | +98.0% | -69.5% | +31.1% |
| 1Y | +58.8% | +30.1% | +28.7% | +64.8% |
| All | +58.8% | +44.1% | +14.7% | +64.8% |
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