+24.8%
CNH vs AMDL
+95.0%
-70.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | +3.3% |
| 7D | +23.3% | +4.5% | +18.7% | +22.8% |
| 30D | +33.5% | -4.4% | +37.9% | +33.6% |
| 3M | +32.7% | -30.5% | +63.2% | +33.9% |
| 6M | +22.2% | +300.9% | -278.7% | +3.7% |
| YTD | +57.7% | +219.9% | -162.2% | +33.7% |
| 1Y | +28.0% | +374.7% | -346.7% | +0.6% |
| All | +24.8% | +95.0% | -70.2% | -9.6% |
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