-16.3%
CI vs AMDL
+95.0%
-111.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.2% |
| 7D | +1.3% | +4.5% | -3.2% | +1.4% |
| 30D | +4.4% | -4.4% | +8.8% | +4.4% |
| 3M | +0.7% | -30.5% | +31.1% | +0.6% |
| 6M | +0.3% | +300.9% | -300.5% | +1.3% |
| YTD | +3.8% | +219.9% | -216.1% | +4.8% |
| 1Y | -5.5% | +374.7% | -380.2% | -3.3% |
| All | -16.3% | +95.0% | -111.3% | -15.0% |
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