+66.3%
CMI vs AMDL
+92.1%
-25.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.0% |
| 7D | -9.3% | +5.4% | -14.7% | -11.1% |
| 30D | -13.2% | -36.6% | +23.4% | -10.4% |
| 3M | -28.2% | -1.0% | -27.2% | -30.5% |
| 6M | -32.7% | -12.1% | -20.6% | -35.8% |
| YTD | -10.1% | +215.1% | -225.2% | -28.7% |
| 1Y | -4.9% | +130.4% | -135.2% | -22.6% |
| All | +66.3% | +92.1% | -25.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling