-20.0%
CLX vs AMDL
+92.1%
-112.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +1.1% |
| 7D | +13.6% | +5.4% | +8.2% | +13.9% |
| 30D | +29.1% | -36.6% | +65.7% | +28.3% |
| 3M | +1.6% | -1.0% | +2.6% | +2.0% |
| 6M | +18.7% | -12.1% | +30.8% | +19.2% |
| YTD | +11.1% | +215.1% | -204.0% | +13.6% |
| 1Y | +7.0% | +130.4% | -123.4% | +9.0% |
| All | -20.0% | +92.1% | -112.1% | -19.1% |
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