+17.9%
CRBG vs AMDL
+62.4%
-44.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -1.2% |
| 7D | -2.1% | -26.2% | +24.1% | -1.4% |
| 30D | -0.9% | -57.1% | +56.2% | +1.0% |
| 3M | +1.0% | -29.8% | +30.8% | +1.5% |
| 6M | +23.5% | -22.2% | +45.7% | +20.9% |
| YTD | +16.0% | +142.1% | -126.1% | +1.3% |
| 1Y | +17.9% | +85.8% | -67.9% | +4.7% |
| All | +17.9% | +62.4% | -44.5% | +4.7% |
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