-31.1%
CLX vs AMDL
+95.0%
-126.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.1% |
| 7D | -9.2% | +4.5% | -13.8% | -9.2% |
| 30D | -11.0% | -4.4% | -6.6% | -11.1% |
| 3M | +5.0% | -30.5% | +35.5% | +5.0% |
| 6M | -18.8% | +300.9% | -319.7% | -17.1% |
| YTD | -4.4% | +219.9% | -224.3% | -2.6% |
| 1Y | -21.9% | +374.7% | -396.6% | -19.8% |
| All | -31.1% | +95.0% | -126.2% | -30.6% |
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