+28.4%
CVS vs AMDL
+145.7%
-117.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.6% | 0.0% |
| 7D | +10.4% | +103.5% | -93.1% | +8.4% |
| 30D | +3.3% | -18.3% | +21.6% | +3.2% |
| 3M | -4.5% | +20.1% | -24.6% | -5.9% |
| 6M | -4.4% | +15.9% | -20.3% | -6.8% |
| YTD | +16.6% | +303.0% | -286.4% | +7.8% |
| 1Y | +15.3% | +164.0% | -148.7% | +8.0% |
| All | +28.4% | +145.7% | -117.2% | +19.4% |
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