-26.7%
CLSK vs AMDL
+115.6%
-142.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.1% | -1.3% |
| 7D | +1.7% | +20.7% | -18.9% | -4.9% |
| 30D | +11.1% | +9.4% | +1.7% | +7.0% |
| 3M | -14.1% | +5.6% | -19.7% | -20.5% |
| 6M | +32.9% | +340.3% | -307.4% | -31.5% |
| YTD | +26.5% | +253.6% | -227.2% | -31.7% |
| 1Y | +27.6% | +443.4% | -415.8% | -43.0% |
| All | -26.7% | +115.6% | -142.3% | -67.7% |
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