+124.4%
AMDL vs CAPR
+64.2%
+60.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +9.4% | +17.3% | +26.6% |
| 7D | +10.3% | +36.0% | -25.8% | +9.8% |
| 30D | -38.3% | +25.8% | -64.1% | -38.5% |
| 3M | -8.7% | +140.8% | -149.6% | -10.2% |
| 6M | -14.4% | -67.6% | +53.2% | -14.1% |
| YTD | +206.9% | -65.9% | +272.8% | +207.6% |
| All | +124.4% | +64.2% | +60.2% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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