+33.2%
CP vs AMDL
+130.1%
-96.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.6% | +17.1% | -0.4% |
| 7D | +2.1% | +37.2% | -35.1% | +2.0% |
| 30D | +9.3% | -24.0% | +33.4% | +9.4% |
| 3M | +0.5% | -1.0% | +1.5% | +0.1% |
| 6M | +10.4% | -3.2% | +13.6% | +8.9% |
| YTD | +28.7% | +232.2% | -203.5% | +21.0% |
| 1Y | +33.2% | +137.7% | -104.6% | +26.7% |
| All | +33.2% | +130.1% | -96.9% | +26.7% |
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 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