-2.4%
CCI vs AMDL
+119.6%
-122.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.3% | -14.7% | 0.0% |
| 7D | -3.4% | +18.5% | -21.9% | -2.7% |
| 30D | +9.9% | -24.2% | +34.2% | +9.8% |
| 3M | +22.7% | +11.5% | +11.2% | +23.7% |
| 6M | +0.8% | -1.0% | +1.8% | +1.9% |
| YTD | +4.1% | +260.3% | -256.1% | +6.6% |
| 1Y | -0.6% | +178.2% | -178.8% | +1.4% |
| All | -2.4% | +119.6% | -122.0% | +0.2% |
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