+7.3%
CP vs AMDL
+145.7%
-138.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | +0.4% |
| 7D | +0.9% | +103.5% | -102.6% | -2.2% |
| 30D | +10.3% | -18.3% | +28.7% | +10.3% |
| 3M | +2.3% | +20.1% | -17.8% | 0.0% |
| 6M | +10.7% | +15.9% | -5.2% | +6.2% |
| YTD | +29.3% | +303.0% | -273.7% | +11.7% |
| 1Y | +31.5% | +164.0% | -132.5% | +16.7% |
| All | +7.3% | +145.7% | -138.3% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling