+62.9%
CAT vs AMDL
+20.7%
+42.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -34.9% | +28.5% | -1.5% |
| 7D | -14.5% | -52.7% | +38.2% | -6.4% |
| 30D | -35.7% | -65.3% | +29.6% | -26.9% |
| 3M | -36.3% | -40.8% | +4.5% | -33.3% |
| 6M | -38.5% | -12.9% | -25.7% | -40.7% |
| YTD | -2.5% | +98.0% | -100.5% | -18.1% |
| 1Y | -1.9% | +30.1% | -32.0% | -14.2% |
| All | +62.9% | +20.7% | +42.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling