+41.1%
CVS vs AMDL
+505.2%
-464.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -0.9% |
| 7D | -1.6% | +19.9% | -21.5% | -1.9% |
| 30D | +0.4% | +6.3% | -5.9% | +0.2% |
| 3M | -0.4% | -9.9% | +9.5% | -0.8% |
| 6M | +25.1% | +394.3% | -369.2% | +20.4% |
| YTD | +23.9% | +257.3% | -233.4% | +19.6% |
| 1Y | +41.1% | +508.5% | -467.5% | +39.7% |
| All | +41.1% | +505.2% | -464.2% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling