-9.6%
CRS vs AMDL
+175.5%
-185.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.6% | -3.2% |
| 7D | +7.4% | +103.5% | -96.1% | -1.8% |
| 30D | -21.2% | -18.3% | -2.9% | -21.3% |
| 3M | -43.3% | +20.1% | -63.3% | -45.9% |
| 6M | -29.4% | +15.9% | -45.3% | -33.8% |
| YTD | -4.7% | +303.0% | -307.7% | -27.3% |
| 1Y | -9.6% | +164.0% | -173.6% | -27.0% |
| All | -9.6% | +175.5% | -185.1% | -27.0% |
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