+327.7%
CRS vs AMDL
+47.6%
+280.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +22.3% | -22.5% | -3.1% |
| 7D | -1.7% | -26.2% | +24.5% | +0.8% |
| 30D | -28.8% | -57.1% | +28.3% | -22.2% |
| 3M | -50.0% | -29.8% | -20.2% | -49.1% |
| 6M | -39.2% | -22.2% | -17.0% | -41.1% |
| YTD | -11.4% | +142.1% | -153.5% | -30.2% |
| 1Y | -11.7% | +85.8% | -97.5% | -28.3% |
| All | +327.7% | +47.6% | +280.1% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling