+105.7%
CMI vs AMDL
+117.8%
-12.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.5% | -1.3% |
| 7D | +1.9% | +19.9% | -18.1% | -0.5% |
| 30D | -12.5% | +6.3% | -18.8% | -13.5% |
| 3M | -16.2% | -9.9% | -6.3% | -17.4% |
| 6M | +4.9% | +394.3% | -389.5% | -17.0% |
| YTD | +11.1% | +257.3% | -246.2% | -10.6% |
| 1Y | +43.4% | +508.5% | -465.2% | +5.3% |
| All | +105.7% | +117.8% | -12.1% | +42.6% |
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