-17.8%
CRM vs AMDL
+115.6%
-133.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.3% |
| 7D | -8.1% | +20.7% | -28.8% | -8.6% |
| 30D | +23.1% | +9.4% | +13.6% | +22.6% |
| 3M | +42.5% | +5.6% | +36.9% | +39.7% |
| 6M | +25.3% | +340.3% | -315.0% | +8.2% |
| YTD | -7.8% | +253.6% | -261.4% | -20.4% |
| 1Y | +1.0% | +443.4% | -442.4% | -19.3% |
| All | -17.8% | +115.6% | -133.4% | -34.6% |
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 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