-8.8%
CNC vs AMDL
+145.7%
-154.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.9% | -12.2% | -0.2% |
| 7D | -5.3% | +103.5% | -108.8% | -4.8% |
| 30D | +2.0% | -18.3% | +20.4% | +2.2% |
| 3M | +4.8% | +20.1% | -15.3% | +5.2% |
| 6M | +18.5% | +15.9% | +2.6% | +18.8% |
| YTD | +70.8% | +303.0% | -232.3% | +71.4% |
| 1Y | +94.1% | +164.0% | -69.9% | +94.1% |
| All | -8.8% | +145.7% | -154.4% | -4.8% |
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