+62.5%
CBOE vs AMDL
+131.0%
-68.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -0.3% |
| 7D | -0.8% | +29.0% | -29.7% | 0.0% |
| 30D | +2.7% | +19.1% | -16.4% | +3.3% |
| 3M | +0.7% | +1.8% | -1.1% | +1.7% |
| 6M | -2.0% | +374.4% | -376.4% | +4.7% |
| YTD | +17.1% | +278.9% | -261.8% | +25.0% |
| 1Y | +26.5% | +510.6% | -484.1% | +38.9% |
| All | +62.5% | +131.0% | -68.5% | +70.1% |
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