+6.5%
CL vs AMDL
+95.0%
-88.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.7% | -1.2% |
| 7D | -2.2% | +4.5% | -6.7% | -2.0% |
| 30D | -4.8% | -4.4% | -0.4% | -4.9% |
| 3M | +4.9% | -30.5% | +35.4% | +4.8% |
| 6M | -5.7% | +300.9% | -306.6% | -1.2% |
| YTD | +14.4% | +219.9% | -205.6% | +19.5% |
| 1Y | +8.7% | +374.7% | -366.0% | +15.2% |
| All | +6.5% | +95.0% | -88.5% | +11.8% |
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