-33.4%
CMG vs AMDL
+117.8%
-151.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -0.6% |
| 7D | -1.5% | +19.9% | -21.4% | -2.5% |
| 30D | +12.7% | +6.3% | +6.5% | +12.1% |
| 3M | +26.3% | -9.9% | +36.2% | +24.6% |
| 6M | +4.5% | +394.3% | -389.8% | -11.3% |
| YTD | -0.1% | +257.3% | -257.4% | -14.4% |
| 1Y | -6.8% | +508.5% | -515.3% | -25.8% |
| All | -33.4% | +117.8% | -151.2% | -48.0% |
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