+468.4%
CLS vs AMDL
+145.7%
+322.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.9% | -7.3% | +1.1% |
| 7D | +23.5% | +103.5% | -80.0% | -0.9% |
| 30D | -28.9% | -18.3% | -10.6% | -27.5% |
| 3M | -25.2% | +20.1% | -45.2% | -32.4% |
| 6M | -32.1% | +15.9% | -48.0% | -41.6% |
| YTD | -14.1% | +303.0% | -317.1% | -53.8% |
| 1Y | -24.1% | +164.0% | -188.1% | -53.8% |
| All | +468.4% | +145.7% | +322.8% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling