-29.1%
ACN vs AMDL
+145.7%
-174.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.3% | -1.2% |
| 7D | -5.7% | +103.5% | -109.3% | -4.1% |
| 30D | +17.0% | -18.3% | +35.4% | +17.5% |
| 3M | +39.9% | +20.1% | +19.8% | +41.2% |
| 6M | +50.2% | +15.9% | +34.3% | +49.9% |
| YTD | -4.2% | +303.0% | -307.2% | -10.2% |
| 1Y | +4.3% | +164.0% | -159.7% | -0.1% |
| All | -29.1% | +145.7% | -174.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling