+34.6%
CP vs AMDL
+62.4%
-27.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +22.3% | -24.0% | -1.8% |
| 7D | +2.8% | -26.2% | +29.0% | +2.9% |
| 30D | +10.2% | -57.1% | +67.3% | +10.9% |
| 3M | +2.4% | -29.8% | +32.2% | +2.2% |
| 6M | +7.7% | -22.2% | +29.9% | +5.9% |
| YTD | +26.0% | +142.1% | -116.1% | +18.3% |
| 1Y | +34.6% | +85.8% | -51.2% | +27.6% |
| All | +34.6% | +62.4% | -27.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling