+49.6%
CB vs AMDL
+102.5%
-52.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -17.6% | +18.6% | +0.6% |
| 7D | +2.9% | +37.2% | -34.3% | +4.0% |
| 30D | +7.3% | -24.0% | +31.3% | +7.3% |
| 3M | +9.4% | -1.0% | +10.4% | +10.4% |
| 6M | +19.6% | -3.2% | +22.8% | +21.2% |
| YTD | +21.5% | +232.2% | -210.7% | +24.8% |
| 1Y | +28.0% | +137.7% | -109.7% | +31.8% |
| All | +49.6% | +102.5% | -52.9% | +49.3% |
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