+51.8%
CNQ vs AMDL
+131.0%
-79.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.2% | +0.6% |
| 7D | -0.9% | +29.0% | -29.8% | -2.1% |
| 30D | +8.7% | +19.1% | -10.4% | +7.6% |
| 3M | +15.8% | +1.8% | +14.0% | +14.1% |
| 6M | +13.3% | +374.4% | -361.1% | -1.4% |
| YTD | +54.7% | +278.9% | -224.2% | +34.9% |
| 1Y | +69.5% | +510.6% | -441.0% | +37.3% |
| All | +51.8% | +131.0% | -79.1% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling