-18.8%
CPNG vs AMDL
+117.8%
-136.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.7% | -14.8% | -4.0% |
| 7D | -6.3% | +19.9% | -26.2% | -7.6% |
| 30D | -8.7% | +6.3% | -15.0% | -9.5% |
| 3M | -2.4% | -9.9% | +7.5% | -3.9% |
| 6M | -22.3% | +394.3% | -416.6% | -36.7% |
| YTD | -37.2% | +257.3% | -294.5% | -48.1% |
| 1Y | -53.0% | +508.5% | -561.5% | -64.8% |
| All | -18.8% | +117.8% | -136.6% | -45.1% |
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