-30.4%
ACI vs AMDL
+92.1%
-122.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +2.3% |
| 7D | -0.6% | +5.4% | -6.0% | +0.1% |
| 30D | +9.5% | -36.6% | +46.2% | +8.7% |
| 3M | +10.1% | -1.0% | +11.1% | +11.2% |
| 6M | -15.4% | -12.1% | -3.3% | -14.0% |
| YTD | -19.5% | +215.1% | -234.7% | -14.4% |
| 1Y | -21.0% | +130.4% | -151.3% | -16.4% |
| All | -30.4% | +92.1% | -122.5% | -24.2% |
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