-12.3%
CPNG vs AMDL
+119.6%
-131.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.3% | -16.4% | -3.1% |
| 7D | -6.2% | +18.5% | -24.7% | -8.2% |
| 30D | +4.6% | -24.2% | +28.9% | +5.2% |
| 3M | -3.1% | +11.5% | -14.6% | -6.1% |
| 6M | -0.9% | -1.0% | +0.1% | -5.3% |
| YTD | -32.2% | +260.3% | -292.5% | -45.1% |
| 1Y | -44.2% | +178.2% | -222.3% | -53.8% |
| All | -12.3% | +119.6% | -131.9% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling