+357.0%
CRS vs AMDL
+92.1%
+264.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.0% |
| 7D | +0.2% | +5.4% | -5.2% | -1.9% |
| 30D | -22.9% | -36.6% | +13.7% | -19.9% |
| 3M | -46.8% | -1.0% | -45.9% | -48.3% |
| 6M | -30.4% | -12.1% | -18.3% | -33.6% |
| YTD | -5.4% | +215.1% | -220.5% | -28.0% |
| 1Y | -9.0% | +130.4% | -139.4% | -28.2% |
| All | +357.0% | +92.1% | +264.9% | +174.2% |
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