+64.1%
COP vs AMDL
+62.4%
+1.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +22.3% | -21.7% | +1.5% |
| 7D | -11.5% | -26.2% | +14.7% | -12.3% |
| 30D | +5.0% | -57.1% | +62.0% | +1.8% |
| 3M | +17.5% | -29.8% | +47.3% | +16.9% |
| 6M | +16.2% | -22.2% | +38.4% | +18.5% |
| YTD | +48.8% | +142.1% | -93.3% | +58.6% |
| 1Y | +64.1% | +85.8% | -21.7% | +76.2% |
| All | +64.1% | +62.4% | +1.7% | +76.2% |
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