-66.7%
CSGP vs AMDL
+20.7%
-87.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -34.9% | +33.2% | -2.3% |
| 7D | +13.9% | -52.7% | +66.6% | +12.5% |
| 30D | +16.0% | -65.3% | +81.3% | +14.5% |
| 3M | +6.1% | -40.8% | +46.9% | +5.1% |
| 6M | -8.2% | -12.9% | +4.7% | -12.2% |
| YTD | -52.3% | +98.0% | -150.3% | -57.2% |
| 1Y | -54.5% | +30.1% | -84.6% | -58.3% |
| All | -66.7% | +20.7% | -87.4% | -71.4% |
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 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