-26.4%
CG vs AMDL
+505.2%
-531.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.8% | -2.6% |
| 7D | -1.3% | +19.9% | -21.2% | -2.1% |
| 30D | -3.2% | +6.3% | -9.4% | -3.6% |
| 3M | +6.2% | -9.9% | +16.1% | +5.4% |
| 6M | -4.7% | +394.3% | -399.0% | -14.3% |
| YTD | -20.6% | +257.3% | -277.9% | -28.3% |
| 1Y | -26.4% | +508.5% | -534.9% | -31.8% |
| All | -26.4% | +505.2% | -531.6% | -31.8% |
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 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