+391.7%
CIEN vs AMDL
+47.6%
+344.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +22.3% | -16.8% | -0.5% |
| 7D | -24.1% | -26.2% | +2.1% | -18.9% |
| 30D | -45.5% | -57.1% | +11.6% | -33.4% |
| 3M | -39.7% | -29.8% | -9.9% | -35.2% |
| 6M | -57.8% | -22.2% | -35.6% | -57.5% |
| YTD | +4.1% | +142.1% | -138.1% | -23.8% |
| 1Y | +20.8% | +85.8% | -65.0% | -7.3% |
| All | +391.7% | +47.6% | +344.1% | +199.8% |
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