+17.8%
CTVA vs AMDL
+102.5%
-84.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -17.6% | +20.2% | +3.0% |
| 7D | -20.8% | +37.2% | -58.0% | -21.8% |
| 30D | -29.6% | -24.0% | -5.6% | -29.6% |
| 3M | -16.9% | -1.0% | -15.9% | -17.9% |
| 6M | -24.3% | -3.2% | -21.1% | -26.1% |
| YTD | -5.6% | +232.2% | -237.8% | -14.9% |
| 1Y | -4.2% | +137.7% | -141.9% | -12.2% |
| All | +17.8% | +102.5% | -84.7% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling