+98.8%
CVE vs AMDL
+384.9%
-286.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.5% |
| 7D | +2.5% | +4.5% | -2.0% | +2.4% |
| 30D | +16.7% | -4.4% | +21.1% | +16.8% |
| 3M | +9.3% | -30.5% | +39.8% | +9.5% |
| 6M | +43.6% | +300.9% | -257.3% | +28.9% |
| YTD | +93.6% | +219.9% | -126.3% | +73.9% |
| 1Y | +98.8% | +374.7% | -276.0% | +68.3% |
| All | +98.8% | +384.9% | -286.1% | +68.3% |
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