+47.6%
AMDL vs ACM
-24.6%
+72.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | 0.0% | +22.2% | +22.3% |
| 7D | -26.2% | +5.4% | -31.6% | -28.7% |
| 30D | -57.1% | +15.1% | -72.2% | -61.4% |
| 3M | -29.8% | -10.5% | -19.4% | -24.4% |
| 6M | -22.2% | -19.7% | -2.5% | -7.5% |
| YTD | +142.1% | -28.8% | +171.0% | +216.0% |
| 1Y | +85.8% | -47.9% | +133.7% | +285.0% |
| All | +47.6% | -24.6% | +72.2% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling