+176.6%
CIEN vs AMDL
+540.4%
-363.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -2.5% |
| 7D | -4.6% | +29.0% | -33.5% | -10.7% |
| 30D | -12.8% | +19.1% | -31.9% | -17.0% |
| 3M | -23.1% | +1.8% | -24.8% | -25.9% |
| 6M | +6.1% | +374.4% | -368.3% | -29.6% |
| YTD | +44.5% | +278.9% | -234.4% | -2.7% |
| 1Y | +176.6% | +510.6% | -334.0% | +89.2% |
| All | +176.6% | +540.4% | -363.8% | +89.2% |
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