-9.9%
CPNG vs AMDL
+87.1%
-97.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.8% | -26.0% | -1.1% |
| 7D | +11.7% | +10.3% | +1.4% | +10.0% |
| 30D | +3.8% | -38.3% | +42.1% | +5.9% |
| 3M | +1.2% | -8.7% | +9.9% | -0.4% |
| 6M | -3.3% | -14.4% | +11.1% | -6.6% |
| YTD | -30.4% | +206.9% | -237.3% | -43.0% |
| 1Y | -43.1% | +144.4% | -187.5% | -52.6% |
| All | -9.9% | +87.1% | -97.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling