-36.7%
ACI vs AMDL
+117.8%
-154.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -14.9% | -2.9% |
| 7D | -2.6% | +19.9% | -22.5% | -2.0% |
| 30D | +1.1% | +6.3% | -5.2% | +1.4% |
| 3M | -23.6% | -9.9% | -13.8% | -23.1% |
| 6M | -29.9% | +394.3% | -424.3% | -25.5% |
| YTD | -26.9% | +257.3% | -284.2% | -22.6% |
| 1Y | -34.2% | +508.5% | -542.8% | -28.8% |
| All | -36.7% | +117.8% | -154.5% | -31.4% |
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