+571.7%
CDE vs AMDL
+131.0%
+440.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.4% | +0.5% |
| 7D | -2.0% | +29.0% | -30.9% | -7.1% |
| 30D | +15.7% | +19.1% | -3.4% | +10.8% |
| 3M | +30.5% | +1.8% | +28.7% | +23.7% |
| 6M | -7.4% | +374.4% | -381.8% | -38.5% |
| YTD | +17.9% | +278.9% | -261.0% | -20.2% |
| 1Y | +46.7% | +510.6% | -463.9% | -13.8% |
| All | +571.7% | +131.0% | +440.7% | +395.9% |
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 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