+109.1%
AMDL vs IAG
+56.5%
+52.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.2% | -8.5% | -6.4% |
| 7D | -30.7% | +1.1% | -31.8% | -31.2% |
| 30D | -43.8% | -5.3% | -38.5% | -41.0% |
| 3M | -24.5% | +18.0% | -42.6% | -38.0% |
| 6M | +44.7% | +7.1% | +37.6% | +38.0% |
| YTD | +204.0% | +5.9% | +198.0% | +173.4% |
| 1Y | +109.1% | +59.4% | +49.7% | +3.7% |
| All | +109.1% | +56.5% | +52.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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