+36.3%
CDE vs AMDL
+418.8%
-382.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.7% | +3.5% | -1.9% |
| 7D | -6.1% | +20.7% | -26.7% | -9.6% |
| 30D | +9.5% | +9.4% | 0.0% | +6.7% |
| 3M | +32.0% | +5.6% | +26.3% | +24.0% |
| 6M | -12.8% | +340.3% | -353.1% | -39.9% |
| YTD | +14.2% | +253.6% | -239.4% | -19.7% |
| 1Y | +36.3% | +443.4% | -407.1% | -9.8% |
| All | +36.3% | +418.8% | -382.5% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling