-22.7%
ACI vs AMDL
+127.5%
-150.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.8% | -25.8% | +2.2% |
| 7D | -5.9% | +10.3% | -16.2% | -4.8% |
| 30D | +7.2% | -38.3% | +45.5% | +5.9% |
| 3M | +8.8% | -8.7% | +17.5% | +9.8% |
| 6M | -17.2% | -14.4% | -2.8% | -15.5% |
| YTD | -21.3% | +206.9% | -228.2% | -15.0% |
| All | -22.7% | +127.5% | -150.2% | -16.3% |
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 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