+70.6%
CCJ vs AMDL
+47.6%
+23.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +22.3% | -17.9% | +0.3% |
| 7D | -7.3% | -26.2% | +18.9% | -3.8% |
| 30D | -20.0% | -57.1% | +37.1% | -9.2% |
| 3M | -23.8% | -29.8% | +6.0% | -21.9% |
| 6M | -42.4% | -22.2% | -20.2% | -45.0% |
| YTD | -22.1% | +142.1% | -164.2% | -42.8% |
| 1Y | -20.8% | +85.8% | -106.7% | -39.8% |
| All | +70.6% | +47.6% | +23.0% | +20.0% |
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