+28.0%
CL vs AMDL
+62.4%
-34.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +22.3% | -24.4% | -1.1% |
| 7D | +1.3% | -26.2% | +27.5% | +0.5% |
| 30D | +11.4% | -57.1% | +68.4% | +8.4% |
| 3M | +4.4% | -29.8% | +34.3% | +3.9% |
| 6M | +10.8% | -22.2% | +33.0% | +10.7% |
| YTD | +25.1% | +142.1% | -117.0% | +30.2% |
| 1Y | +28.0% | +85.8% | -57.9% | +31.4% |
| All | +28.0% | +62.4% | -34.5% | +31.4% |
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