+50.1%
ACWI vs AMDL
+102.5%
-52.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.6% | +17.3% | +1.1% |
| 7D | +2.4% | +37.2% | -34.8% | -0.5% |
| 30D | -1.7% | -24.0% | +22.4% | -1.3% |
| 3M | -3.9% | -1.0% | -2.9% | -6.2% |
| 6M | +0.8% | -3.2% | +4.0% | -3.7% |
| YTD | +11.0% | +232.2% | -221.2% | -7.4% |
| 1Y | +13.1% | +137.7% | -124.6% | -3.2% |
| All | +50.1% | +102.5% | -52.4% | +12.5% |
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 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