-29.1%
CDE vs AMDL
-8.0%
-21.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.6% | +15.3% | +0.7% |
| 7D | -9.6% | +37.2% | -46.8% | -15.6% |
| 30D | -6.7% | -24.0% | +17.4% | -5.6% |
| 3M | -24.2% | -1.0% | -23.2% | -28.1% |
| 6M | -29.1% | -3.2% | -25.9% | -40.4% |
| All | -29.1% | -8.0% | -21.1% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling