+65.3%
CIFR vs AMDL
+92.1%
-26.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -5.1% |
| 7D | -19.6% | +5.4% | -25.0% | -23.8% |
| 30D | -51.7% | -36.6% | -15.1% | -44.9% |
| 3M | -60.0% | -1.0% | -59.0% | -62.0% |
| 6M | -68.2% | -12.1% | -56.1% | -70.0% |
| YTD | -55.8% | +215.1% | -270.9% | -77.0% |
| 1Y | -66.8% | +130.4% | -197.1% | -80.9% |
| All | +65.3% | +92.1% | -26.8% | -35.6% |
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 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