+12.0%
CG vs AMDL
+95.0%
-83.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.6% |
| 7D | -4.3% | +4.5% | -8.9% | -4.8% |
| 30D | -5.1% | -4.4% | -0.7% | -5.0% |
| 3M | +8.7% | -30.5% | +39.2% | +9.4% |
| 6M | -9.2% | +300.9% | -310.1% | -30.3% |
| YTD | -18.9% | +219.9% | -238.8% | -37.4% |
| 1Y | -25.6% | +374.7% | -400.4% | -49.2% |
| All | +12.0% | +95.0% | -83.0% | -29.6% |
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