+178.2%
AMDL vs IAG
+34.9%
+143.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.4% | +16.8% | +16.4% |
| 7D | +18.5% | +3.4% | +15.1% | +16.0% |
| 30D | -24.2% | -2.7% | -21.5% | -21.4% |
| 3M | +11.5% | -0.5% | +12.0% | +11.0% |
| 6M | -1.0% | -4.8% | +3.8% | +1.1% |
| YTD | +260.3% | +9.6% | +250.7% | +215.1% |
| 1Y | +178.2% | +32.2% | +146.0% | +78.9% |
| All | +178.2% | +34.9% | +143.3% | +78.9% |
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