+10.9%
CRH vs AMDL
+117.8%
-106.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +11.7% | -15.6% | -4.9% |
| 7D | -0.6% | +19.9% | -20.6% | -2.3% |
| 30D | -9.5% | +6.3% | -15.7% | -10.2% |
| 3M | -10.4% | -9.9% | -0.5% | -12.0% |
| 6M | -14.2% | +394.3% | -408.5% | -31.5% |
| YTD | -26.6% | +257.3% | -283.9% | -40.6% |
| 1Y | -18.2% | +508.5% | -526.8% | -40.6% |
| All | +10.9% | +117.8% | -106.9% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling