+594.8%
AMDL vs CAI
-5.3%
+600.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +1.3% | +25.4% | +26.3% |
| 7D | +10.3% | -20.3% | +30.6% | +22.7% |
| 30D | -38.3% | -13.9% | -24.4% | -31.6% |
| 3M | -8.7% | +12.4% | -21.2% | -4.9% |
| 6M | -14.4% | +58.3% | -72.7% | -19.5% |
| YTD | +206.9% | -5.2% | +212.2% | +232.5% |
| 1Y | +144.4% | -0.2% | +144.5% | +159.0% |
| All | +594.8% | -5.3% | +600.1% | +665.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling