+12.0%
CI vs AMDL
+175.5%
-163.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.6% | -1.4% |
| 7D | -1.7% | +103.5% | -105.3% | +0.2% |
| 30D | +4.9% | -18.3% | +23.2% | +5.0% |
| 3M | +7.4% | +20.1% | -12.7% | +8.6% |
| 6M | +0.4% | +15.9% | -15.5% | +1.3% |
| YTD | +9.5% | +303.0% | -293.6% | +9.3% |
| 1Y | +12.0% | +164.0% | -152.0% | +8.5% |
| All | +12.0% | +175.5% | -163.5% | +8.5% |
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