-35.8%
CBRS vs AMDL
+6.4%
-42.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.7% | -16.6% | -8.0% |
| 7D | +15.7% | +19.9% | -4.2% | +9.8% |
| 30D | -11.9% | +6.3% | -18.1% | -14.1% |
| 3M | -16.0% | -9.9% | -6.1% | -16.3% |
| All | -35.8% | +6.4% | -42.2% | -35.9% |
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 · Available span rolling