+23.7%
COP vs AMDL
+119.6%
-95.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.3% | -12.7% | +1.4% |
| 7D | +0.7% | +18.5% | -17.8% | +0.2% |
| 30D | +0.2% | -24.2% | +24.5% | +0.3% |
| 3M | +10.2% | +11.5% | -1.3% | +9.2% |
| 6M | +20.1% | -1.0% | +21.1% | +18.1% |
| YTD | +50.5% | +260.3% | -209.7% | +36.4% |
| 1Y | +56.8% | +178.2% | -121.3% | +43.9% |
| All | +23.7% | +119.6% | -95.9% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling