+598.9%
CLS vs AMDL
+95.0%
+503.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | -1.7% |
| 7D | +4.6% | +4.5% | 0.0% | +3.2% |
| 30D | -13.9% | -4.4% | -9.5% | -13.5% |
| 3M | -26.6% | -30.5% | +3.9% | -23.1% |
| 6M | +15.4% | +300.9% | -285.5% | -32.1% |
| YTD | +5.7% | +219.9% | -214.3% | -36.6% |
| 1Y | +41.1% | +374.7% | -333.6% | -29.2% |
| All | +598.9% | +95.0% | +503.9% | +264.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling