+28.2%
CMS vs AMDL
+47.6%
-19.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +22.3% | -24.4% | -1.6% |
| 7D | -1.3% | -26.2% | +24.9% | -1.7% |
| 30D | +6.3% | -57.1% | +63.4% | +4.9% |
| 3M | -2.1% | -29.8% | +27.8% | -2.3% |
| 6M | -5.1% | -22.2% | +17.1% | -4.6% |
| YTD | +1.3% | +142.1% | -140.9% | +4.0% |
| 1Y | -1.4% | +85.8% | -87.2% | +1.0% |
| All | +28.2% | +47.6% | -19.4% | +29.7% |
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 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