+47.5%
CCL vs AMDL
+95.0%
-47.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -1.1% |
| 7D | -5.0% | +4.5% | -9.6% | -5.7% |
| 30D | -20.3% | -4.4% | -15.9% | -20.2% |
| 3M | -15.1% | -30.5% | +15.3% | -14.4% |
| 6M | -15.1% | +300.9% | -316.0% | -36.8% |
| YTD | -21.8% | +219.9% | -241.7% | -41.5% |
| 1Y | -24.8% | +374.7% | -399.5% | -50.4% |
| All | +47.5% | +95.0% | -47.5% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling