+122.5%
CRWV vs AMDL
+962.1%
-839.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.6% |
| 7D | -0.4% | +15.9% | -16.3% | -4.9% |
| 30D | -17.4% | +10.5% | -27.9% | -20.3% |
| 3M | -7.1% | -4.7% | -2.3% | -9.0% |
| 6M | +8.6% | +355.2% | -346.6% | -42.0% |
| YTD | +24.3% | +270.9% | -246.6% | -31.8% |
| 1Y | -21.0% | +499.5% | -520.5% | -64.1% |
| All | +122.5% | +962.1% | -839.6% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling