-1.2%
ACHR vs AMDL
+87.1%
-88.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +26.8% | -18.4% | +1.6% |
| 7D | +15.3% | +10.3% | +5.1% | +9.8% |
| 30D | -3.0% | -38.3% | +35.2% | +4.8% |
| 3M | -14.0% | -8.7% | -5.2% | -18.0% |
| 6M | -25.8% | -14.4% | -11.4% | -32.3% |
| YTD | -36.0% | +206.9% | -243.0% | -62.9% |
| 1Y | -41.2% | +144.4% | -185.6% | -64.2% |
| All | -1.2% | +87.1% | -88.3% | -55.3% |
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 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