+558.2%
CDE vs AMDL
+126.1%
+432.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.2% |
| 7D | -3.1% | +15.9% | -19.0% | -6.1% |
| 30D | +9.5% | +10.5% | -1.0% | +6.3% |
| 3M | +25.5% | -4.7% | +30.2% | +20.7% |
| 6M | -7.9% | +355.2% | -363.1% | -38.3% |
| YTD | +15.6% | +270.9% | -255.3% | -21.5% |
| 1Y | +34.0% | +499.5% | -465.4% | -21.0% |
| All | +558.2% | +126.1% | +432.2% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling