+5.8%
CAT vs AMDL
+127.5%
-121.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +26.8% | -19.6% | +2.8% |
| 7D | -2.4% | +10.3% | -12.7% | -5.6% |
| 30D | -25.0% | -38.3% | +13.3% | -21.2% |
| 3M | -28.7% | -8.7% | -20.0% | -30.4% |
| 6M | -33.0% | -14.4% | -18.6% | -35.7% |
| YTD | +5.4% | +206.9% | -201.5% | -20.6% |
| All | +5.8% | +127.5% | -121.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling