-2.9%
CCI vs AMDL
+47.6%
-50.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +22.3% | -24.9% | -2.2% |
| 7D | -0.1% | -26.2% | +26.1% | -0.4% |
| 30D | +28.4% | -57.1% | +85.5% | +26.8% |
| 3M | +20.0% | -29.8% | +49.8% | +19.8% |
| 6M | +0.8% | -22.2% | +23.0% | +1.1% |
| YTD | +3.6% | +142.1% | -138.5% | +5.1% |
| 1Y | +6.1% | +85.8% | -79.7% | +7.3% |
| All | -2.9% | +47.6% | -50.5% | -1.2% |
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 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