+92.1%
AMDL vs ACGL
+25.6%
+66.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +3.3% |
| 7D | +5.4% | +1.3% | +4.1% | +6.5% |
| 30D | -36.6% | +14.2% | -50.8% | -29.9% |
| 3M | -1.0% | +11.1% | -12.1% | +8.7% |
| 6M | -12.1% | +16.4% | -28.4% | -0.5% |
| YTD | +215.1% | +13.8% | +201.3% | +252.8% |
| 1Y | +130.4% | +21.6% | +108.8% | +153.4% |
| All | +92.1% | +25.6% | +66.5% | +106.6% |
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