-10.0%
CRM vs AMDL
+108.7%
-118.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.3% |
| 7D | -6.2% | -30.7% | +24.5% | -8.3% |
| 30D | -1.2% | -43.8% | +42.6% | -4.4% |
| 3M | +19.1% | -24.5% | +43.6% | +19.1% |
| 6M | +23.0% | +44.7% | -21.7% | +25.4% |
| YTD | -13.7% | +204.0% | -217.7% | -11.6% |
| 1Y | -10.0% | +109.1% | -119.1% | -5.6% |
| All | -10.0% | +108.7% | -118.6% | -5.6% |
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