+85.6%
CCL vs AMDL
+47.6%
+38.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +22.3% | -22.3% | -2.9% |
| 7D | +2.6% | -26.2% | +28.8% | +5.1% |
| 30D | +13.1% | -57.1% | +70.2% | +23.2% |
| 3M | +3.3% | -29.8% | +33.1% | +4.3% |
| 6M | +8.7% | -22.2% | +30.9% | +2.6% |
| YTD | -1.6% | +142.1% | -143.7% | -26.1% |
| 1Y | +14.0% | +85.8% | -71.9% | -11.7% |
| All | +85.6% | +47.6% | +38.1% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling