+25.7%
COP vs AMDL
+145.7%
-120.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +1.4% |
| 7D | +3.4% | +103.5% | -100.1% | +2.1% |
| 30D | -0.6% | -18.3% | +17.7% | -0.6% |
| 3M | +10.8% | +20.1% | -9.3% | +9.6% |
| 6M | +19.6% | +15.9% | +3.7% | +17.2% |
| YTD | +52.9% | +303.0% | -250.1% | +38.3% |
| 1Y | +62.2% | +164.0% | -101.8% | +50.5% |
| All | +25.7% | +145.7% | -120.0% | -3.3% |
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 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