-2.1%
CAVA vs AMDL
+95.0%
-97.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.7% | -2.4% |
| 7D | -9.2% | +4.5% | -13.8% | -9.7% |
| 30D | -8.2% | -4.4% | -3.8% | -8.0% |
| 3M | -15.3% | -30.5% | +15.2% | -15.1% |
| 6M | -23.6% | +300.9% | -324.5% | -41.8% |
| YTD | +3.5% | +219.9% | -216.4% | -21.3% |
| 1Y | -7.9% | +374.7% | -382.6% | -38.7% |
| All | -2.1% | +95.0% | -97.1% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling