-27.3%
CLSK vs AMDL
+95.0%
-122.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.3% | -2.3% |
| 7D | +8.8% | +4.5% | +4.3% | +7.0% |
| 30D | -6.0% | -4.4% | -1.6% | -5.1% |
| 3M | -24.4% | -30.5% | +6.1% | -19.8% |
| 6M | +19.0% | +300.9% | -281.8% | -36.5% |
| YTD | +25.4% | +219.9% | -194.5% | -29.8% |
| 1Y | +39.8% | +374.7% | -335.0% | -34.8% |
| All | -27.3% | +95.0% | -122.3% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling