+20.7%
AMDL vs CAPR
+34.4%
-13.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -3.6% | -31.3% | -34.7% |
| 7D | -52.7% | +29.7% | -82.4% | -53.1% |
| 30D | -65.3% | +11.0% | -76.3% | -65.5% |
| 3M | -40.8% | +118.8% | -159.7% | -42.7% |
| 6M | -12.9% | -73.9% | +61.0% | -11.1% |
| YTD | +98.0% | -70.2% | +168.2% | +101.0% |
| 1Y | +30.1% | +38.3% | -8.1% | +18.7% |
| All | +20.7% | +34.4% | -13.7% | -1.7% |
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