+44.6%
COP vs AMDL
+384.9%
-340.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -0.8% |
| 7D | +3.0% | +4.5% | -1.5% | +3.1% |
| 30D | +17.5% | -4.4% | +21.9% | +17.4% |
| 3M | +13.4% | -30.5% | +43.8% | +13.3% |
| 6M | +17.7% | +300.9% | -283.2% | +20.8% |
| YTD | +46.6% | +219.9% | -173.3% | +49.7% |
| 1Y | +44.6% | +374.7% | -330.1% | +45.3% |
| All | +44.6% | +384.9% | -340.3% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling