+66.0%
CEG vs AMDL
+87.1%
-21.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +26.8% | -16.3% | +5.8% |
| 7D | +7.3% | +10.3% | -2.9% | +3.4% |
| 30D | -7.4% | -38.3% | +30.9% | -2.5% |
| 3M | +2.5% | -8.7% | +11.2% | -0.4% |
| 6M | -8.8% | -14.4% | +5.6% | -15.1% |
| YTD | -21.5% | +206.9% | -228.4% | -47.4% |
| 1Y | -22.5% | +144.4% | -166.9% | -46.3% |
| All | +66.0% | +87.1% | -21.1% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling