+7.1%
CRM vs AMDL
+384.9%
-377.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -1.5% |
| 7D | +1.3% | +4.5% | -3.3% | +1.5% |
| 30D | +34.3% | -4.4% | +38.7% | +34.4% |
| 3M | +37.7% | -30.5% | +68.2% | +37.5% |
| 6M | +34.9% | +300.9% | -265.9% | +35.3% |
| YTD | -1.6% | +219.9% | -221.6% | -1.5% |
| 1Y | +7.1% | +374.7% | -367.6% | +8.5% |
| All | +7.1% | +384.9% | -377.8% | +8.5% |
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