+93.5%
CCL vs AMDL
+119.6%
-26.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.3% | -14.5% | -2.0% |
| 7D | -1.5% | +18.5% | -20.1% | -5.2% |
| 30D | +16.5% | -24.2% | +40.7% | +17.5% |
| 3M | +11.2% | +11.5% | -0.3% | +5.4% |
| 6M | +22.6% | -1.0% | +23.6% | +12.6% |
| YTD | +2.6% | +260.3% | -257.7% | -27.1% |
| 1Y | +17.0% | +178.2% | -161.2% | -14.3% |
| All | +93.5% | +119.6% | -26.1% | +12.6% |
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