-15.8%
CRM vs AMDL
+117.8%
-133.6%
-58.7%
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% | -4.2% |
| 7D | -3.5% | +19.9% | -23.4% | -3.9% |
| 30D | +29.3% | +6.3% | +23.0% | +28.9% |
| 3M | +36.8% | -9.9% | +46.7% | +35.4% |
| 6M | +23.9% | +394.3% | -370.4% | +6.0% |
| YTD | -5.5% | +257.3% | -262.8% | -18.4% |
| 1Y | -0.4% | +508.5% | -509.0% | -21.6% |
| All | -15.8% | +117.8% | -133.6% | -32.9% |
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