-13.0%
CAVA vs AMDL
+115.6%
-128.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.7% | +2.2% | -3.8% |
| 7D | -12.4% | +20.7% | -33.1% | -14.2% |
| 30D | -11.2% | +9.4% | -20.6% | -12.3% |
| 3M | -33.8% | +5.6% | -39.4% | -36.4% |
| 6M | -32.5% | +340.3% | -372.8% | -49.1% |
| YTD | -8.0% | +253.6% | -261.6% | -30.8% |
| 1Y | -17.1% | +443.4% | -460.5% | -45.7% |
| All | -13.0% | +115.6% | -128.5% | -44.9% |
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