+56.1%
CNP vs AMDL
+119.6%
-63.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.3% | -14.9% | -0.5% |
| 7D | -0.1% | +18.5% | -18.6% | 0.0% |
| 30D | +5.0% | -24.2% | +29.3% | +4.9% |
| 3M | +2.7% | +11.5% | -8.8% | +2.8% |
| 6M | -1.9% | -1.0% | -0.9% | -1.7% |
| YTD | +8.8% | +260.3% | -251.5% | +8.7% |
| 1Y | +5.6% | +178.2% | -172.5% | +5.7% |
| All | +56.1% | +119.6% | -63.5% | +53.3% |
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 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