+624.2%
AMDL vs CAI
-7.1%
+631.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.4% |
| 7D | +4.5% | -2.2% | +6.7% | +5.0% |
| 30D | -4.4% | +52.4% | -56.8% | -14.1% |
| 3M | -30.5% | +45.1% | -75.6% | -37.0% |
| 6M | +300.9% | +26.2% | +274.7% | +265.7% |
| YTD | +219.9% | -7.1% | +227.0% | +225.7% |
| 1Y | +374.7% | -31.0% | +405.7% | +430.9% |
| All | +624.2% | -7.1% | +631.3% | +649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling