+64.1%
COP vs AMDL
+130.1%
-66.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.6% | +19.2% | +0.9% |
| 7D | +4.4% | +37.2% | -32.8% | +5.9% |
| 30D | 0.0% | -24.0% | +24.0% | -0.5% |
| 3M | +15.0% | -1.0% | +16.0% | +16.2% |
| 6M | +22.0% | -3.2% | +25.2% | +25.4% |
| YTD | +55.3% | +232.2% | -176.9% | +65.9% |
| 1Y | +64.1% | +137.7% | -73.6% | +81.7% |
| All | +64.1% | +130.1% | -66.0% | +81.7% |
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 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