+50.5%
ACWI vs AMDL
+145.7%
-95.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.9% | -12.4% | -1.5% |
| 7D | +2.7% | +103.5% | -100.9% | -3.3% |
| 30D | -2.6% | -18.3% | +15.7% | -2.7% |
| 3M | -3.2% | +20.1% | -23.2% | -6.7% |
| 6M | +1.9% | +15.9% | -14.0% | -3.9% |
| YTD | +11.3% | +303.0% | -291.7% | -8.4% |
| 1Y | +11.7% | +164.0% | -152.3% | -5.0% |
| All | +50.5% | +145.7% | -95.2% | +11.3% |
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 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