+95.0%
AMDL vs CAPR
+46.9%
+48.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +9.2% |
| 7D | +4.5% | -2.0% | +6.5% | +4.6% |
| 30D | -4.4% | +139.2% | -143.6% | -7.5% |
| 3M | -30.5% | -66.4% | +35.9% | -29.5% |
| 6M | +300.9% | -63.1% | +364.0% | +305.5% |
| YTD | +219.9% | -67.4% | +287.4% | +224.5% |
| 1Y | +374.7% | +58.2% | +316.5% | +329.3% |
| All | +95.0% | +46.9% | +48.1% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling