+55.4%
CVE vs AMDL
+20.7%
+34.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -34.9% | +32.1% | -0.4% |
| 7D | -14.1% | -52.7% | +38.7% | -10.3% |
| 30D | -11.6% | -65.3% | +53.7% | -6.1% |
| 3M | 0.0% | -40.8% | +40.9% | +1.6% |
| 6M | -8.4% | -12.9% | +4.5% | -13.5% |
| YTD | +65.9% | +98.0% | -32.1% | +38.4% |
| 1Y | +69.4% | +30.1% | +39.3% | +46.8% |
| All | +55.4% | +20.7% | +34.7% | +5.2% |
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