+119.6%
AMDL vs CNI
+3.9%
+115.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.6% | +13.7% | +13.6% |
| 7D | +18.5% | -1.1% | +19.6% | +21.3% |
| 30D | -24.2% | +7.6% | -31.9% | -30.2% |
| 3M | +11.5% | +1.6% | +9.9% | +9.3% |
| 6M | -1.0% | +16.6% | -17.6% | -21.9% |
| YTD | +260.3% | +31.3% | +229.0% | +134.4% |
| 1Y | +178.2% | +35.2% | +142.9% | +72.6% |
| All | +119.6% | +3.9% | +115.7% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling