+508.5%
AMDL vs IAG
+100.7%
+407.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +13.0% |
| 7D | +19.9% | +4.3% | +15.7% | +15.4% |
| 30D | +6.3% | +9.8% | -3.5% | -3.0% |
| 3M | -9.9% | +28.9% | -38.8% | -28.7% |
| 6M | +394.3% | -7.6% | +401.9% | +391.8% |
| YTD | +257.3% | +22.0% | +235.3% | +197.5% |
| 1Y | +508.5% | +99.5% | +409.0% | +235.0% |
| All | +508.5% | +100.7% | +407.8% | +235.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling