+65.7%
CIFR vs AMDL
+47.6%
+18.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +22.3% | -4.4% | +9.2% |
| 7D | -10.2% | -26.2% | +16.0% | -1.1% |
| 30D | -55.0% | -57.1% | +2.0% | -39.6% |
| 3M | -64.1% | -29.8% | -34.2% | -60.4% |
| 6M | -70.1% | -22.2% | -47.9% | -70.2% |
| YTD | -55.7% | +142.1% | -197.8% | -74.1% |
| 1Y | -69.9% | +85.8% | -155.7% | -81.0% |
| All | +65.7% | +47.6% | +18.1% | -27.5% |
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