+109.0%
CFG vs AMDL
+20.7%
+88.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -34.9% | +31.7% | -1.1% |
| 7D | -2.2% | -52.7% | +50.6% | +1.6% |
| 30D | +0.4% | -65.3% | +65.7% | +5.9% |
| 3M | -12.6% | -40.8% | +28.3% | -11.2% |
| 6M | +0.6% | -12.9% | +13.5% | -3.7% |
| YTD | +12.4% | +98.0% | -85.6% | -1.9% |
| 1Y | +27.7% | +30.1% | -2.5% | +14.7% |
| All | +109.0% | +20.7% | +88.3% | +57.1% |
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 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