+63.3%
CBOE vs AMDL
+117.8%
-54.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -1.4% |
| 7D | -4.6% | +19.9% | -24.6% | -4.1% |
| 30D | +2.6% | +6.3% | -3.6% | +2.9% |
| 3M | +4.9% | -9.9% | +14.8% | +5.6% |
| 6M | -2.2% | +394.3% | -396.5% | +4.6% |
| YTD | +17.7% | +257.3% | -239.6% | +25.4% |
| 1Y | +26.1% | +508.5% | -482.5% | +38.6% |
| All | +63.3% | +117.8% | -54.5% | +70.6% |
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