+19.7%
ACHR vs AMDL
+117.8%
-98.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.7% | -9.6% | -0.9% |
| 7D | +4.9% | +19.9% | -15.1% | -0.2% |
| 30D | +4.3% | +6.3% | -2.0% | +1.3% |
| 3M | +1.7% | -9.9% | +11.6% | -1.7% |
| 6M | -6.9% | +394.3% | -401.2% | -47.3% |
| YTD | -22.5% | +257.3% | -279.8% | -54.2% |
| 1Y | -31.5% | +508.5% | -540.0% | -67.9% |
| All | +19.7% | +117.8% | -98.1% | -44.8% |
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