+72.0%
CAT vs AMDL
+92.1%
-20.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.8% |
| 7D | -6.3% | +5.4% | -11.7% | -8.4% |
| 30D | -26.8% | -36.6% | +9.8% | -23.9% |
| 3M | -30.0% | -1.0% | -29.1% | -32.2% |
| 6M | -34.6% | -12.1% | -22.5% | -37.3% |
| YTD | +2.9% | +215.1% | -212.2% | -19.5% |
| 1Y | +3.3% | +130.4% | -127.1% | -16.8% |
| All | +72.0% | +92.1% | -20.1% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling