+349.1%
CIFR vs AMDL
+95.0%
+254.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.2% | -7.1% | -1.3% |
| 7D | +16.9% | +4.5% | +12.4% | +14.9% |
| 30D | -5.2% | -4.4% | -0.8% | -3.6% |
| 3M | -30.6% | -30.5% | -0.1% | -24.1% |
| 6M | +10.6% | +300.9% | -290.3% | -43.0% |
| YTD | +20.2% | +219.9% | -199.7% | -34.3% |
| 1Y | +139.7% | +374.7% | -235.0% | +8.4% |
| All | +349.1% | +95.0% | +254.1% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling