-16.1%
CPNG vs AMDL
+145.7%
-161.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +11.9% | -16.2% | -5.2% |
| 7D | -6.9% | +103.5% | -110.4% | -11.9% |
| 30D | +1.1% | -18.3% | +19.4% | +1.1% |
| 3M | -6.3% | +20.1% | -26.4% | -9.7% |
| 6M | -3.8% | +15.9% | -19.7% | -9.3% |
| YTD | -35.2% | +303.0% | -338.2% | -48.0% |
| 1Y | -47.0% | +164.0% | -210.9% | -55.7% |
| All | -16.1% | +145.7% | -161.8% | -44.9% |
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