+374.7%
AMDL vs ACM
-45.8%
+420.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.3% |
| 7D | +4.5% | -3.7% | +8.3% | +6.0% |
| 30D | -4.4% | -11.1% | +6.7% | +1.2% |
| 3M | -30.5% | -8.0% | -22.5% | -28.0% |
| 6M | +300.9% | -29.7% | +330.5% | +405.8% |
| YTD | +219.9% | -29.4% | +249.3% | +290.1% |
| 1Y | +374.7% | -46.4% | +421.1% | +851.6% |
| All | +374.7% | -45.8% | +420.5% | +851.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling