+58.3%
CME vs AMDL
+119.6%
-61.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.3% | -12.1% | +2.7% |
| 7D | +2.5% | +18.5% | -16.0% | +3.5% |
| 30D | +13.9% | -24.2% | +38.2% | +13.8% |
| 3M | +22.4% | +11.5% | +10.9% | +23.9% |
| 6M | +12.9% | -1.0% | +13.9% | +14.9% |
| YTD | +19.6% | +260.3% | -240.6% | +25.8% |
| 1Y | +17.7% | +178.2% | -160.5% | +23.2% |
| All | +58.3% | +119.6% | -61.3% | +69.6% |
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 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