+80.0%
CIFR vs AMDL
+119.6%
-39.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +14.3% | -5.4% | +3.3% |
| 7D | +9.4% | +18.5% | -9.1% | -0.9% |
| 30D | -45.3% | -24.2% | -21.1% | -41.8% |
| 3M | -58.7% | +11.5% | -70.2% | -62.5% |
| 6M | -64.9% | -1.0% | -63.9% | -68.4% |
| YTD | -51.8% | +260.3% | -312.1% | -76.2% |
| 1Y | -61.9% | +178.2% | -240.1% | -79.7% |
| All | +80.0% | +119.6% | -39.6% | -33.5% |
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