+548.5%
CIEN vs AMDL
+95.0%
+453.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | -1.1% |
| 7D | -15.2% | +4.5% | -19.7% | -16.1% |
| 30D | -21.5% | -4.4% | -17.1% | -20.9% |
| 3M | -40.1% | -30.5% | -9.6% | -37.2% |
| 6M | -6.6% | +300.9% | -307.5% | -36.5% |
| YTD | +37.3% | +219.9% | -182.7% | -5.1% |
| 1Y | +174.5% | +374.7% | -200.2% | +67.1% |
| All | +548.5% | +95.0% | +453.5% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling