+17.1%
CI vs AMDL
+127.5%
-110.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.8% | -26.1% | +1.3% |
| 7D | +0.1% | +10.3% | -10.1% | +0.8% |
| 30D | +4.7% | -38.3% | +42.9% | +4.0% |
| 3M | +5.2% | -8.7% | +13.9% | +5.6% |
| 6M | +3.8% | -14.4% | +18.2% | +4.1% |
| YTD | +9.2% | +206.9% | -197.7% | +8.4% |
| All | +17.1% | +127.5% | -110.4% | +14.8% |
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