-30.4%
ACI vs AMDL
+145.7%
-176.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.9% | -10.6% | +1.7% |
| 7D | -0.5% | +103.5% | -104.0% | +2.4% |
| 30D | +4.9% | -18.3% | +23.2% | +5.1% |
| 3M | +11.1% | +20.1% | -9.0% | +13.1% |
| 6M | -14.9% | +15.9% | -30.8% | -12.6% |
| YTD | -19.6% | +303.0% | -322.6% | -13.7% |
| 1Y | -22.7% | +164.0% | -186.7% | -17.7% |
| All | -30.4% | +145.7% | -176.1% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling