+101.4%
CMI vs AMDL
+115.6%
-14.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | 0.0% |
| 7D | +0.8% | +20.7% | -19.9% | -1.7% |
| 30D | -12.8% | +9.4% | -22.2% | -14.1% |
| 3M | -12.4% | +5.6% | -18.1% | -15.3% |
| 6M | -0.9% | +340.3% | -341.1% | -20.6% |
| YTD | +8.9% | +253.6% | -244.8% | -12.3% |
| 1Y | +37.7% | +443.4% | -405.7% | +2.6% |
| All | +101.4% | +115.6% | -14.1% | +39.8% |
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