-66.1%
CSGP vs AMDL
+85.3%
-151.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.1% |
| 7D | +18.3% | -30.7% | +49.0% | +17.6% |
| 30D | +17.8% | -43.8% | +61.6% | +17.1% |
| 3M | +9.3% | -24.5% | +33.8% | +9.0% |
| 6M | -7.9% | +44.7% | -52.6% | -11.7% |
| YTD | -51.5% | +204.0% | -255.5% | -56.2% |
| 1Y | -53.3% | +109.1% | -162.4% | -57.0% |
| All | -66.1% | +85.3% | -151.4% | -70.7% |
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