+112.3%
CFG vs AMDL
+92.1%
+20.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +0.7% | +5.4% | -4.7% | -0.3% |
| 30D | +2.8% | -36.6% | +39.4% | +4.3% |
| 3M | -10.1% | -1.0% | -9.1% | -11.7% |
| 6M | +3.2% | -12.1% | +15.3% | -0.3% |
| YTD | +14.2% | +215.1% | -200.9% | -3.3% |
| 1Y | +27.4% | +130.4% | -103.0% | +10.2% |
| All | +112.3% | +92.1% | +20.2% | +54.8% |
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 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