+130.0%
CFG vs AMDL
+95.0%
+35.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -0.6% |
| 7D | +1.5% | +4.5% | -3.0% | +1.2% |
| 30D | -3.8% | -4.4% | +0.6% | -3.7% |
| 3M | +11.5% | -30.5% | +42.0% | +11.8% |
| 6M | +19.2% | +300.9% | -281.7% | +2.2% |
| YTD | +23.7% | +219.9% | -196.2% | +6.4% |
| 1Y | +38.8% | +374.7% | -335.9% | +12.1% |
| All | +130.0% | +95.0% | +35.0% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling