+174.5%
CIEN vs AMDL
+384.9%
-210.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | -1.2% |
| 7D | -15.2% | +4.5% | -19.7% | -16.2% |
| 30D | -21.5% | -4.4% | -17.1% | -20.9% |
| 3M | -40.1% | -30.5% | -9.6% | -37.1% |
| 6M | -6.6% | +300.9% | -307.5% | -35.0% |
| YTD | +37.3% | +219.9% | -182.7% | -3.0% |
| 1Y | +174.5% | +374.7% | -200.2% | +95.0% |
| All | +174.5% | +384.9% | -210.3% | +95.0% |
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 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