+95.0%
AMDL vs IAG
+567.1%
-472.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.2% | +11.4% | +10.2% |
| 7D | +4.5% | -0.5% | +5.1% | +4.5% |
| 30D | -4.4% | +28.9% | -33.3% | -16.9% |
| 3M | -30.5% | +19.1% | -49.6% | -36.5% |
| 6M | +300.9% | -10.3% | +311.1% | +307.0% |
| YTD | +219.9% | +24.2% | +195.7% | +191.5% |
| 1Y | +374.7% | +116.5% | +258.2% | +273.5% |
| All | +95.0% | +567.1% | -472.1% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling