+4.6%
CP vs AMDL
+47.6%
-43.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +22.3% | -24.0% | -2.6% |
| 7D | +2.8% | -26.2% | +29.0% | +3.6% |
| 30D | +10.2% | -57.1% | +67.3% | +13.3% |
| 3M | +2.4% | -29.8% | +32.2% | +2.4% |
| 6M | +7.7% | -22.2% | +29.9% | +4.7% |
| YTD | +26.0% | +142.1% | -116.1% | +11.2% |
| 1Y | +34.6% | +85.8% | -51.2% | +20.5% |
| All | +4.6% | +47.6% | -43.0% | -16.7% |
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 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