+368.6%
CIFR vs AMDL
+117.8%
+250.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.7% | -7.3% | -0.1% |
| 7D | +26.7% | +19.9% | +6.7% | +17.9% |
| 30D | +7.7% | +6.3% | +1.5% | +5.1% |
| 3M | -23.8% | -9.9% | -13.9% | -24.1% |
| 6M | +35.9% | +394.3% | -358.4% | -35.5% |
| YTD | +25.4% | +257.3% | -231.9% | -34.4% |
| 1Y | +139.8% | +508.5% | -368.8% | -0.7% |
| All | +368.6% | +117.8% | +250.8% | +83.4% |
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