-16.3%
CRM vs AMDL
+126.1%
-142.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -2.9% | +1.8% |
| 7D | -4.4% | +15.9% | -20.4% | -4.8% |
| 30D | +28.1% | +10.5% | +17.7% | +27.7% |
| 3M | +48.8% | -4.7% | +53.6% | +47.1% |
| 6M | +28.3% | +355.2% | -326.9% | +10.8% |
| YTD | -6.0% | +270.9% | -276.9% | -19.0% |
| 1Y | +1.4% | +499.5% | -498.0% | -19.6% |
| All | -16.3% | +126.1% | -142.3% | -33.4% |
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