-35.8%
CMI vs AMDL
-8.0%
-27.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.6% | +16.9% | +1.6% |
| 7D | +0.5% | +37.2% | -36.7% | -4.7% |
| 30D | -14.0% | -24.0% | +10.0% | -13.2% |
| 3M | -28.1% | -1.0% | -27.1% | -31.5% |
| 6M | -35.8% | -3.2% | -32.6% | -42.7% |
| All | -35.8% | -8.0% | -27.9% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling