+125.8%
CAH vs AMDL
+131.0%
-5.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.3% | -0.2% |
| 7D | -2.2% | +29.0% | -31.2% | -2.1% |
| 30D | +1.2% | +19.1% | -17.9% | +1.3% |
| 3M | +13.1% | +1.8% | +11.3% | +13.1% |
| 6M | +8.5% | +374.4% | -365.9% | +6.1% |
| YTD | +17.6% | +278.9% | -261.3% | +15.3% |
| 1Y | +60.7% | +510.6% | -449.9% | +55.1% |
| All | +125.8% | +131.0% | -5.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling