+47.6%
AMDL vs ACGL
+23.5%
+24.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -3.0% | +25.3% | +20.1% |
| 7D | -26.2% | +0.9% | -27.1% | -25.3% |
| 30D | -57.1% | +13.7% | -70.8% | -52.7% |
| 3M | -29.8% | +8.0% | -37.9% | -24.3% |
| 6M | -22.2% | +13.3% | -35.5% | -13.0% |
| YTD | +142.1% | +11.8% | +130.3% | +168.1% |
| 1Y | +85.8% | +22.2% | +63.6% | +100.9% |
| All | +47.6% | +23.5% | +24.1% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling