+117.8%
AMDL vs IAG
+555.0%
-437.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +12.5% |
| 7D | +19.9% | +4.3% | +15.7% | +17.1% |
| 30D | +6.3% | +9.8% | -3.5% | +0.6% |
| 3M | -9.9% | +28.9% | -38.8% | -21.3% |
| 6M | +394.3% | -7.6% | +401.9% | +397.5% |
| YTD | +257.3% | +22.0% | +235.3% | +228.1% |
| 1Y | +508.5% | +99.5% | +409.0% | +390.4% |
| All | +117.8% | +555.0% | -437.3% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling