+109.1%
AMDL vs CAI
+12.6%
+96.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -30.7% | -6.3% | -24.4% | -29.4% |
| 30D | -43.8% | +9.3% | -53.1% | -44.2% |
| 3M | -24.5% | +106.3% | -130.8% | -34.5% |
| 6M | +44.7% | +77.7% | -33.1% | +25.2% |
| YTD | +204.0% | +23.1% | +180.9% | +198.8% |
| 1Y | +109.1% | +6.5% | +102.5% | +116.4% |
| All | +109.1% | +12.6% | +96.5% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling