+104.9%
CNC vs AMDL
+455.8%
-351.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.9% | -0.8% |
| 7D | -4.9% | +29.0% | -33.8% | -4.8% |
| 30D | -3.8% | +19.1% | -22.8% | -3.6% |
| 3M | -3.2% | +1.8% | -5.0% | -3.1% |
| 6M | +47.9% | +374.4% | -326.5% | +47.3% |
| YTD | +55.7% | +278.9% | -223.2% | +56.1% |
| All | +104.9% | +455.8% | -351.0% | +123.4% |
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