+78.1%
CAT vs AMDL
+145.7%
-67.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.3% | -1.1% |
| 7D | +9.3% | +103.5% | -94.2% | -1.9% |
| 30D | -21.5% | -18.3% | -3.2% | -21.4% |
| 3M | -29.1% | +20.1% | -49.1% | -33.3% |
| 6M | -33.4% | +15.9% | -49.3% | -38.6% |
| YTD | +6.6% | +303.0% | -296.5% | -19.6% |
| 1Y | +6.5% | +164.0% | -157.5% | -16.0% |
| All | +78.1% | +145.7% | -67.6% | +19.4% |
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