+560.8%
CDE vs AMDL
+117.8%
+443.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.7% | -14.4% | -5.0% |
| 7D | +2.3% | +19.9% | -17.7% | -1.7% |
| 30D | +18.8% | +6.3% | +12.6% | +16.3% |
| 3M | +23.5% | -9.9% | +33.4% | +19.9% |
| 6M | -8.6% | +394.3% | -402.9% | -39.9% |
| YTD | +16.0% | +257.3% | -241.3% | -20.5% |
| 1Y | +42.1% | +508.5% | -466.5% | -16.6% |
| All | +560.8% | +117.8% | +443.0% | +393.7% |
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