+17.7%
CME vs AMDL
+168.6%
-150.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.3% | -12.1% | +2.8% |
| 7D | +2.5% | +18.5% | -16.0% | +3.7% |
| 30D | +13.9% | -24.2% | +38.2% | +13.6% |
| 3M | +22.4% | +11.5% | +10.9% | +24.1% |
| 6M | +12.9% | -1.0% | +13.9% | +14.9% |
| YTD | +19.6% | +260.3% | -240.6% | +22.4% |
| 1Y | +17.7% | +178.2% | -160.5% | +20.6% |
| All | +17.7% | +168.6% | -150.9% | +20.6% |
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 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