+102.5%
AMDL vs IAG
+464.2%
-361.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.1% | -18.6% | -18.1% |
| 7D | +37.2% | -7.7% | +44.9% | +42.3% |
| 30D | -24.0% | +1.6% | -25.6% | -24.2% |
| 3M | -1.0% | -2.4% | +1.4% | +0.1% |
| 6M | -3.2% | -7.8% | +4.6% | +0.5% |
| YTD | +232.2% | +5.0% | +227.2% | +230.6% |
| 1Y | +137.7% | +25.7% | +112.0% | +123.6% |
| All | +102.5% | +464.2% | -361.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling