+13.3%
CVS vs AMDL
+127.5%
-114.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.8% | -25.1% | +1.3% |
| 7D | -3.7% | +10.3% | -13.9% | -4.1% |
| 30D | -0.3% | -38.3% | +37.9% | -0.1% |
| 3M | -10.3% | -8.7% | -1.6% | -10.9% |
| 6M | -4.6% | -14.4% | +9.8% | -6.3% |
| YTD | +10.7% | +206.9% | -196.2% | +4.2% |
| All | +13.3% | +127.5% | -114.2% | +7.5% |
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