+589.5%
CIEN vs AMDL
+117.8%
+471.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.7% | -5.4% | +3.5% |
| 7D | -5.3% | +19.9% | -25.2% | -9.5% |
| 30D | -17.2% | +6.3% | -23.5% | -18.7% |
| 3M | -26.9% | -9.9% | -17.0% | -27.5% |
| 6M | +16.0% | +394.3% | -378.3% | -24.9% |
| YTD | +45.9% | +257.3% | -211.4% | -1.8% |
| 1Y | +186.8% | +508.5% | -321.7% | +65.0% |
| All | +589.5% | +117.8% | +471.7% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling