-58.9%
CIFR vs AMDL
+175.5%
-234.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.3% | -4.5% |
| 7D | +28.8% | +103.5% | -74.7% | -6.5% |
| 30D | -36.9% | -18.3% | -18.6% | -35.0% |
| 3M | -60.0% | +20.1% | -80.0% | -65.4% |
| 6M | -64.4% | +15.9% | -80.3% | -70.5% |
| YTD | -51.6% | +303.0% | -354.6% | -81.3% |
| 1Y | -58.9% | +164.0% | -222.8% | -79.7% |
| All | -58.9% | +175.5% | -234.3% | -79.7% |
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