+95.0%
AMDL vs ACGL
+12.9%
+82.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +10.9% | +8.3% |
| 7D | +4.5% | -0.7% | +5.3% | +4.2% |
| 30D | -4.4% | -1.0% | -3.4% | -4.7% |
| 3M | -30.5% | +11.0% | -41.5% | -27.6% |
| 6M | +300.9% | -0.3% | +301.2% | +311.6% |
| YTD | +219.9% | +2.3% | +217.7% | +226.7% |
| 1Y | +374.7% | +6.4% | +368.3% | +378.6% |
| All | +95.0% | +12.9% | +82.1% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling