+36.5%
CVS vs AMDL
+117.8%
-81.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -1.0% |
| 7D | -1.6% | +19.9% | -21.5% | -2.1% |
| 30D | +0.4% | +6.3% | -5.9% | +0.1% |
| 3M | -0.4% | -9.9% | +9.5% | -1.0% |
| 6M | +25.1% | +394.3% | -369.2% | +16.5% |
| YTD | +23.9% | +257.3% | -233.4% | +15.9% |
| 1Y | +41.1% | +508.5% | -467.5% | +28.0% |
| All | +36.5% | +117.8% | -81.3% | +28.3% |
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 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