+443.6%
CLS vs AMDL
+119.6%
+324.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +14.3% | -5.8% | +4.4% |
| 7D | +2.8% | +18.5% | -15.8% | -4.8% |
| 30D | -30.1% | -24.2% | -5.9% | -27.0% |
| 3M | -21.7% | +11.5% | -33.2% | -27.7% |
| 6M | -36.2% | -1.0% | -35.2% | -42.6% |
| YTD | -17.8% | +260.3% | -278.1% | -54.3% |
| 1Y | -26.8% | +178.2% | -205.0% | -56.3% |
| All | +443.6% | +119.6% | +324.0% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling