+27.8%
CFG vs AMDL
+62.4%
-34.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.3% | -23.2% | -1.6% |
| 7D | -0.9% | -26.2% | +25.3% | -0.3% |
| 30D | +1.1% | -57.1% | +58.2% | +3.0% |
| 3M | -12.0% | -29.8% | +17.9% | -11.7% |
| 6M | -2.2% | -22.2% | +20.0% | -3.9% |
| YTD | +11.4% | +142.1% | -130.7% | +1.4% |
| 1Y | +27.8% | +85.8% | -58.0% | +17.1% |
| All | +27.8% | +62.4% | -34.6% | +17.1% |
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 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