-32.0%
ACI vs AMDL
+441.9%
-474.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | 0.0% |
| 7D | +0.2% | +4.5% | -4.4% | +0.4% |
| 30D | +5.9% | -4.4% | +10.3% | +5.9% |
| 3M | -19.8% | -30.5% | +10.7% | -19.8% |
| 6M | -24.7% | +300.9% | -325.6% | -18.9% |
| YTD | -24.4% | +219.9% | -244.3% | -18.8% |
| All | -32.0% | +441.9% | -474.0% | -22.6% |
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