+47.6%
AMDL vs CAPR
+40.6%
+7.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.7% | +17.6% | +22.1% |
| 7D | -26.2% | +41.1% | -67.3% | -27.1% |
| 30D | -57.1% | +11.1% | -68.2% | -57.3% |
| 3M | -29.8% | +115.3% | -145.2% | -32.1% |
| 6M | -22.2% | -73.8% | +51.6% | -20.7% |
| YTD | +142.1% | -68.8% | +210.9% | +145.5% |
| 1Y | +85.8% | +43.3% | +42.5% | +69.6% |
| All | +47.6% | +40.6% | +7.0% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling