-18.0%
CCI vs AMDL
+117.8%
-135.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.7% | -11.5% | +0.4% |
| 7D | +0.2% | +19.9% | -19.8% | +0.6% |
| 30D | +0.5% | +6.3% | -5.8% | +0.7% |
| 3M | -16.3% | -9.9% | -6.4% | -15.9% |
| 6M | -13.9% | +394.3% | -408.3% | -12.1% |
| YTD | -12.4% | +257.3% | -269.7% | -10.9% |
| 1Y | -15.2% | +508.5% | -523.7% | -11.9% |
| All | -18.0% | +117.8% | -135.8% | -16.2% |
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