+398.8%
CLS vs AMDL
+87.1%
+311.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +26.8% | -18.9% | +0.1% |
| 7D | -10.6% | +10.3% | -20.8% | -15.4% |
| 30D | -38.4% | -38.3% | -0.2% | -31.8% |
| 3M | -29.9% | -8.7% | -21.1% | -31.4% |
| 6M | -40.6% | -14.4% | -26.3% | -44.2% |
| YTD | -24.6% | +206.9% | -231.5% | -56.1% |
| 1Y | -30.8% | +144.4% | -175.2% | -57.1% |
| All | +398.8% | +87.1% | +311.7% | +152.6% |
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