+87.1%
AMDL vs CAPR
+53.9%
+33.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +9.4% | +17.3% | +26.4% |
| 7D | +10.3% | +36.0% | -25.8% | +9.3% |
| 30D | -38.3% | +25.8% | -64.1% | -38.8% |
| 3M | -8.7% | +140.8% | -149.6% | -11.9% |
| 6M | -14.4% | -67.6% | +53.2% | -13.1% |
| YTD | +206.9% | -65.9% | +272.8% | +210.4% |
| 1Y | +144.4% | +66.1% | +78.3% | +120.5% |
| All | +87.1% | +53.9% | +33.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling