-12.5%
CI vs AMDL
+47.6%
-60.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +22.3% | -24.9% | -2.2% |
| 7D | -1.6% | -26.2% | +24.6% | -1.9% |
| 30D | +5.4% | -57.1% | +62.5% | +4.3% |
| 3M | +7.3% | -29.8% | +37.1% | +7.1% |
| 6M | +5.3% | -22.2% | +27.5% | +5.3% |
| YTD | +8.5% | +142.1% | -133.6% | +9.3% |
| 1Y | +17.1% | +85.8% | -68.7% | +17.8% |
| All | -12.5% | +47.6% | -60.1% | -11.3% |
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