-54.5%
CSGP vs AMDL
+44.1%
-98.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -34.9% | +33.2% | -4.9% |
| 7D | +13.9% | -52.7% | +66.6% | +7.3% |
| 30D | +16.0% | -65.3% | +81.3% | +7.5% |
| 3M | +6.1% | -40.8% | +46.9% | +3.2% |
| 6M | -8.2% | -12.9% | +4.7% | -10.9% |
| YTD | -52.3% | +98.0% | -150.3% | -55.9% |
| 1Y | -54.5% | +30.1% | -84.6% | -57.3% |
| All | -54.5% | +44.1% | -98.6% | -57.3% |
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