+253.4%
CORZ vs AMDL
+20.7%
+232.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -34.9% | +24.0% | -1.2% |
| 7D | -21.1% | -52.7% | +31.6% | -5.2% |
| 30D | -31.8% | -65.3% | +33.5% | -11.1% |
| 3M | -47.7% | -40.8% | -6.9% | -41.7% |
| 6M | -48.7% | -12.9% | -35.8% | -51.1% |
| YTD | -21.8% | +98.0% | -119.8% | -42.8% |
| 1Y | -47.8% | +30.1% | -77.9% | -58.6% |
| All | +253.4% | +20.7% | +232.7% | +101.9% |
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