+161.0%
CAH vs AMDL
+92.1%
+68.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +0.9% |
| 7D | +9.4% | +5.4% | +4.0% | +9.6% |
| 30D | +16.5% | -36.6% | +53.1% | +16.3% |
| 3M | +17.0% | -1.0% | +17.9% | +17.1% |
| 6M | +51.4% | -12.1% | +63.5% | +51.2% |
| YTD | +36.0% | +215.1% | -179.1% | +33.3% |
| 1Y | +36.0% | +130.4% | -94.4% | +33.7% |
| All | +161.0% | +92.1% | +68.9% | +138.0% |
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