+69.3%
CCJ vs AMDL
+102.5%
-33.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.6% | +16.1% | +1.7% |
| 7D | -0.8% | +37.2% | -38.0% | -7.5% |
| 30D | -13.2% | -24.0% | +10.9% | -12.1% |
| 3M | -27.6% | -1.0% | -26.6% | -31.1% |
| 6M | -38.7% | -3.2% | -35.5% | -44.1% |
| YTD | -22.7% | +232.2% | -254.9% | -47.1% |
| 1Y | -17.6% | +137.7% | -155.3% | -40.6% |
| All | +69.3% | +102.5% | -33.2% | +11.1% |
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