-19.5%
CAVA vs AMDL
-8.0%
-11.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -17.6% | +19.1% | +1.4% |
| 7D | -1.6% | +37.2% | -38.8% | -1.6% |
| 30D | +12.9% | -24.0% | +36.9% | +12.3% |
| 3M | -19.3% | -1.0% | -18.3% | -19.4% |
| 6M | -19.5% | -3.2% | -16.3% | -19.3% |
| All | -19.5% | -8.0% | -11.5% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling