+61.7%
CF vs AMDL
+384.9%
-323.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -2.9% |
| 7D | +6.0% | +4.5% | +1.5% | +6.2% |
| 30D | +14.8% | -4.4% | +19.2% | +14.8% |
| 3M | +14.1% | -30.5% | +44.5% | +14.2% |
| 6M | +28.5% | +300.9% | -272.4% | +32.6% |
| YTD | +74.9% | +219.9% | -145.0% | +80.2% |
| 1Y | +61.7% | +374.7% | -313.0% | +63.8% |
| All | +61.7% | +384.9% | -323.2% | +63.8% |
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