-16.9%
ACI vs AMDL
+108.7%
-125.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.6% |
| 7D | +4.5% | -30.7% | +35.2% | +2.8% |
| 30D | +20.9% | -43.8% | +64.6% | +18.2% |
| 3M | +15.2% | -24.5% | +39.8% | +14.7% |
| 6M | -13.3% | +44.7% | -58.0% | -10.3% |
| YTD | -16.2% | +204.0% | -220.2% | -10.0% |
| 1Y | -16.9% | +109.1% | -125.9% | -10.6% |
| All | -16.9% | +108.7% | -125.5% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling