+82.5%
CRS vs AMDL
+505.2%
-422.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.7% | -15.2% | -4.7% |
| 7D | -3.1% | +19.9% | -23.0% | -5.0% |
| 30D | -19.6% | +6.3% | -25.9% | -20.3% |
| 3M | -8.1% | -9.9% | +1.8% | -8.9% |
| 6M | +18.6% | +394.3% | -375.7% | -2.7% |
| YTD | +45.9% | +257.3% | -211.4% | +20.3% |
| 1Y | +82.5% | +508.5% | -426.1% | +50.5% |
| All | +82.5% | +505.2% | -422.8% | +50.5% |
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