-14.8%
CRH vs AMDL
+108.7%
-123.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.6% |
| 7D | +14.2% | -30.7% | +44.9% | +15.7% |
| 30D | +19.5% | -43.8% | +63.3% | +22.1% |
| 3M | +0.4% | -24.5% | +24.9% | +0.6% |
| 6M | -10.1% | +44.7% | -54.8% | -16.4% |
| YTD | -19.9% | +204.0% | -223.9% | -31.1% |
| 1Y | -14.8% | +109.1% | -123.9% | -24.9% |
| All | -14.8% | +108.7% | -123.5% | -24.9% |
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