+41.1%
COR vs AMDL
+95.0%
-53.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -1.6% |
| 7D | +2.8% | +4.5% | -1.8% | +2.9% |
| 30D | +4.5% | -4.4% | +8.9% | +4.5% |
| 3M | +22.7% | -30.5% | +53.2% | +22.5% |
| 6M | -9.7% | +300.9% | -310.6% | -8.7% |
| YTD | -1.4% | +219.9% | -221.4% | +0.1% |
| 1Y | +13.9% | +374.7% | -360.8% | +16.8% |
| All | +41.1% | +95.0% | -53.9% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling