+362.5%
CLS vs AMDL
+47.6%
+314.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.8% | -5.9% |
| 7D | -22.2% | -26.2% | +4.0% | -17.0% |
| 30D | -44.4% | -57.1% | +12.7% | -31.3% |
| 3M | -34.3% | -29.8% | -4.4% | -30.2% |
| 6M | -50.1% | -22.2% | -27.8% | -51.8% |
| YTD | -30.1% | +142.1% | -172.2% | -56.1% |
| 1Y | -39.3% | +85.8% | -125.2% | -59.1% |
| All | +362.5% | +47.6% | +314.9% | +152.2% |
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