-11.1%
ACHR vs AMDL
+145.7%
-156.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +11.9% | -22.8% | -13.8% |
| 7D | +11.9% | +103.5% | -91.7% | -7.5% |
| 30D | -2.5% | -18.3% | +15.8% | -2.4% |
| 3M | -31.2% | +20.1% | -51.2% | -39.1% |
| 6M | -32.2% | +15.9% | -48.1% | -43.2% |
| YTD | -42.4% | +303.0% | -345.4% | -69.1% |
| 1Y | -49.9% | +164.0% | -213.9% | -69.8% |
| All | -11.1% | +145.7% | -156.8% | -62.7% |
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