+81.4%
CVE vs AMDL
+95.0%
-13.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -2.0% |
| 7D | +2.5% | +4.5% | -2.0% | +2.1% |
| 30D | +16.7% | -4.4% | +21.1% | +16.8% |
| 3M | +9.3% | -30.5% | +39.8% | +9.7% |
| 6M | +43.6% | +300.9% | -257.3% | +17.3% |
| YTD | +93.6% | +219.9% | -126.3% | +59.1% |
| 1Y | +98.8% | +374.7% | -276.0% | +49.6% |
| All | +81.4% | +95.0% | -13.7% | +20.9% |
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