+19.6%
CME vs AMDL
+108.7%
-89.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.5% |
| 7D | +4.8% | -30.7% | +35.6% | +3.3% |
| 30D | +14.2% | -43.8% | +57.9% | +12.0% |
| 3M | +17.9% | -24.5% | +42.4% | +17.3% |
| 6M | +7.2% | +44.7% | -37.4% | +8.5% |
| YTD | +16.7% | +204.0% | -187.3% | +19.0% |
| 1Y | +19.6% | +109.1% | -89.5% | +21.8% |
| All | +19.6% | +108.7% | -89.1% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling