+19.1%
CL vs AMDL
+20.7%
-1.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -34.9% | +34.8% | -1.3% |
| 7D | +5.9% | -52.7% | +58.7% | +3.6% |
| 30D | +13.8% | -65.3% | +79.1% | +10.5% |
| 3M | +6.4% | -40.8% | +47.2% | +5.3% |
| 6M | +15.6% | -12.9% | +28.5% | +16.2% |
| YTD | +27.9% | +98.0% | -70.1% | +32.3% |
| 1Y | +31.4% | +30.1% | +1.3% | +34.8% |
| All | +19.1% | +20.7% | -1.6% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling