+8.4%
CRH vs AMDL
+126.1%
-117.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.6% |
| 7D | -6.1% | +15.9% | -22.0% | -7.4% |
| 30D | -9.3% | +10.5% | -19.8% | -10.4% |
| 3M | -15.2% | -4.7% | -10.5% | -17.0% |
| 6M | -14.2% | +355.2% | -369.4% | -30.9% |
| YTD | -28.3% | +270.9% | -299.1% | -42.1% |
| 1Y | -21.8% | +499.5% | -521.3% | -42.9% |
| All | +8.4% | +126.1% | -117.7% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling