+113.7%
CFG vs AMDL
+102.5%
+11.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -17.6% | +18.2% | +1.6% |
| 7D | +3.2% | +37.2% | -34.0% | +0.9% |
| 30D | +5.1% | -24.0% | +29.2% | +5.4% |
| 3M | -11.2% | -1.0% | -10.2% | -13.0% |
| 6M | +9.6% | -3.2% | +12.8% | +4.9% |
| YTD | +15.0% | +232.2% | -217.3% | -3.2% |
| 1Y | +29.9% | +137.7% | -107.9% | +12.1% |
| All | +113.7% | +102.5% | +11.2% | +55.0% |
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