+28.4%
CBOE vs AMDL
+384.9%
-356.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | +0.1% |
| 7D | -3.6% | +4.5% | -8.2% | -3.5% |
| 30D | +5.1% | -4.4% | +9.5% | +5.0% |
| 3M | +4.6% | -30.5% | +35.1% | +4.9% |
| 6M | -0.3% | +300.9% | -301.1% | +3.2% |
| YTD | +19.8% | +219.9% | -200.2% | +24.0% |
| 1Y | +28.4% | +374.7% | -346.4% | +34.1% |
| All | +28.4% | +384.9% | -356.5% | +34.1% |
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 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