-54.6%
CSGP vs AMDL
+62.4%
-117.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +22.3% | -27.0% | -2.4% |
| 7D | +1.3% | -26.2% | +27.5% | -0.5% |
| 30D | +10.7% | -57.1% | +67.8% | +4.7% |
| 3M | +3.3% | -29.8% | +33.1% | +2.6% |
| 6M | -10.3% | -22.2% | +11.9% | -10.3% |
| YTD | -54.6% | +142.1% | -196.7% | -56.3% |
| 1Y | -54.6% | +85.8% | -140.5% | -56.4% |
| All | -54.6% | +62.4% | -117.1% | -56.4% |
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