-9.7%
CI vs AMDL
+92.1%
-101.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +2.6% |
| 7D | +2.6% | +5.4% | -2.8% | +3.0% |
| 30D | +7.3% | -36.6% | +44.0% | +6.9% |
| 3M | +9.5% | -1.0% | +10.5% | +10.0% |
| 6M | +6.4% | -12.1% | +18.5% | +7.0% |
| YTD | +12.0% | +215.1% | -203.1% | +13.5% |
| 1Y | +20.1% | +130.4% | -110.3% | +21.4% |
| All | -9.7% | +92.1% | -101.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling