+145.7%
AMDL vs IAG
+458.3%
-312.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.1% | +17.0% | +14.5% |
| 7D | +103.5% | -2.1% | +105.6% | +106.1% |
| 30D | -18.3% | -6.2% | -12.1% | -14.9% |
| 3M | +20.1% | -5.1% | +25.2% | +23.2% |
| 6M | +15.9% | -10.0% | +25.9% | +21.8% |
| YTD | +303.0% | +3.9% | +299.1% | +303.7% |
| 1Y | +164.0% | +18.9% | +145.1% | +153.4% |
| All | +145.7% | +458.3% | -312.6% | +19.0% |
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 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