-31.9%
CEG vs AMDL
+108.7%
-140.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.9% |
| 7D | -4.8% | -30.7% | +25.9% | -0.6% |
| 30D | -8.2% | -43.8% | +35.6% | -1.8% |
| 3M | -7.9% | -24.5% | +16.6% | -6.2% |
| 6M | -23.2% | +44.7% | -67.9% | -32.1% |
| YTD | -30.1% | +204.0% | -234.1% | -47.8% |
| 1Y | -31.9% | +109.1% | -141.0% | -46.6% |
| All | -31.9% | +108.7% | -140.5% | -46.6% |
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