+95.0%
AMDL vs CASY
+149.6%
-54.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.3% | +9.5% | +9.3% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | -4.4% | -11.3% | +6.9% | -1.8% |
| 3M | -30.5% | -0.6% | -29.8% | -33.3% |
| 6M | +300.9% | +10.7% | +290.2% | +266.8% |
| YTD | +219.9% | +37.1% | +182.8% | +164.2% |
| 1Y | +374.7% | +52.3% | +322.4% | +258.4% |
| All | +95.0% | +149.6% | -54.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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