+105.3%
CBOE vs AMDL
+145.7%
-40.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | +0.4% |
| 7D | +4.5% | +103.5% | -99.1% | +7.7% |
| 30D | +26.2% | -18.3% | +44.5% | +26.7% |
| 3M | +27.1% | +20.1% | +7.1% | +29.4% |
| 6M | +4.2% | +15.9% | -11.7% | +7.0% |
| YTD | +48.0% | +303.0% | -255.0% | +60.0% |
| 1Y | +42.4% | +164.0% | -121.5% | +52.0% |
| All | +105.3% | +145.7% | -40.3% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling