-33.4%
CMG vs AMDL
+95.0%
-128.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.1% |
| 7D | -2.8% | +4.5% | -7.4% | -3.1% |
| 30D | +7.1% | -4.4% | +11.5% | +7.2% |
| 3M | +31.2% | -30.5% | +61.6% | +31.1% |
| 6M | +0.7% | +300.9% | -300.2% | -13.4% |
| YTD | -0.1% | +219.9% | -220.0% | -13.9% |
| 1Y | -10.7% | +374.7% | -385.5% | -27.5% |
| All | -33.4% | +95.0% | -128.4% | -47.7% |
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