+102.5%
AMDL vs ACGL
+26.1%
+76.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.3% | -17.9% | -17.3% |
| 7D | +37.2% | +2.2% | +35.0% | +39.2% |
| 30D | -24.0% | +12.3% | -36.3% | -16.8% |
| 3M | -1.0% | +11.8% | -12.8% | +9.1% |
| 6M | -3.2% | +17.5% | -20.7% | +10.0% |
| YTD | +232.2% | +14.3% | +217.9% | +273.2% |
| 1Y | +137.7% | +18.2% | +119.6% | +164.7% |
| All | +102.5% | +26.1% | +76.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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