-4.3%
CVE vs AMDL
+29.5%
-33.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -7.6% |
| 7D | -12.1% | -30.7% | +18.7% | -12.7% |
| 30D | -9.8% | -43.8% | +34.0% | -10.8% |
| 3M | -0.7% | -24.5% | +23.8% | -0.9% |
| 6M | -4.3% | +44.7% | -49.0% | +6.7% |
| All | -4.3% | +29.5% | -33.8% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling