+455.6%
CORZ vs AMDL
+95.0%
+360.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -2.5% |
| 7D | +8.4% | +4.5% | +3.8% | +6.9% |
| 30D | -17.8% | -4.4% | -13.4% | -17.2% |
| 3M | -35.9% | -30.5% | -5.4% | -32.7% |
| 6M | +12.9% | +300.9% | -287.9% | -27.6% |
| YTD | +22.9% | +219.9% | -197.1% | -18.8% |
| 1Y | +31.4% | +374.7% | -343.4% | -25.6% |
| All | +455.6% | +95.0% | +360.6% | +186.7% |
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 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