+8.2%
CNH vs AMDL
+119.6%
-111.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.3% | -12.5% | +0.7% |
| 7D | +6.7% | +18.5% | -11.8% | +4.1% |
| 30D | +7.2% | -24.2% | +31.4% | +7.6% |
| 3M | +17.5% | +11.5% | +6.0% | +13.3% |
| 6M | +15.0% | -1.0% | +16.0% | +9.5% |
| YTD | +36.8% | +260.3% | -223.5% | +12.1% |
| 1Y | +27.6% | +178.2% | -150.5% | +6.8% |
| All | +8.2% | +119.6% | -111.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling