+27.8%
CVS vs AMDL
+102.5%
-74.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.6% | +17.1% | -0.1% |
| 7D | +6.6% | +37.2% | -30.7% | +5.6% |
| 30D | -0.4% | -24.0% | +23.6% | -0.4% |
| 3M | -5.3% | -1.0% | -4.2% | -6.2% |
| 6M | -7.7% | -3.2% | -4.5% | -9.7% |
| YTD | +16.0% | +232.2% | -216.2% | +7.7% |
| 1Y | +16.2% | +137.7% | -121.5% | +9.0% |
| All | +27.8% | +102.5% | -74.7% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling