+7.3%
CRH vs AMDL
+115.6%
-108.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.3% |
| 7D | -4.8% | +20.7% | -25.5% | -6.4% |
| 30D | -13.1% | +9.4% | -22.5% | -14.1% |
| 3M | -12.0% | +5.6% | -17.6% | -14.9% |
| 6M | -16.9% | +340.3% | -357.2% | -32.8% |
| YTD | -29.0% | +253.6% | -282.6% | -42.5% |
| 1Y | -20.3% | +443.4% | -463.7% | -41.1% |
| All | +7.3% | +115.6% | -108.3% | -26.3% |
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