+50.3%
CEG vs AMDL
+47.6%
+2.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +22.3% | -18.0% | +0.5% |
| 7D | -4.7% | -26.2% | +21.5% | -1.6% |
| 30D | -16.6% | -57.1% | +40.5% | -6.3% |
| 3M | -4.1% | -29.8% | +25.7% | -2.3% |
| 6M | -22.3% | -22.2% | -0.1% | -26.9% |
| YTD | -28.9% | +142.1% | -171.1% | -50.3% |
| 1Y | -28.5% | +85.8% | -114.3% | -47.8% |
| All | +50.3% | +47.6% | +2.7% | -8.4% |
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 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