-16.2%
CNC vs AMDL
+117.8%
-133.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +11.7% | -15.3% | -3.6% |
| 7D | -1.0% | +19.9% | -20.9% | -1.0% |
| 30D | -1.8% | +6.3% | -8.1% | -1.8% |
| 3M | -0.7% | -9.9% | +9.2% | -0.7% |
| 6M | +47.9% | +394.3% | -346.4% | +47.9% |
| YTD | +56.9% | +257.3% | -200.4% | +57.0% |
| 1Y | +123.9% | +508.5% | -384.6% | +126.6% |
| All | -16.2% | +117.8% | -133.9% | -12.8% |
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 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