-10.2%
CI vs AMDL
+20.7%
-30.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -34.9% | +33.6% | -1.9% |
| 7D | +1.0% | -52.7% | +53.7% | -0.1% |
| 30D | +9.9% | -65.3% | +75.2% | +8.3% |
| 3M | +12.1% | -40.8% | +52.9% | +11.5% |
| 6M | +10.6% | -12.9% | +23.5% | +10.3% |
| YTD | +11.4% | +98.0% | -86.6% | +11.8% |
| 1Y | +18.8% | +30.1% | -11.4% | +18.9% |
| All | -10.2% | +20.7% | -30.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling