+47.6%
AMDL vs IBB
+58.1%
-10.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.7% | +20.5% | +19.2% |
| 7D | -26.2% | -1.8% | -24.4% | -20.1% |
| 30D | -57.1% | +5.1% | -62.1% | -58.4% |
| 3M | -29.8% | +10.7% | -40.6% | -40.9% |
| 6M | -22.2% | +22.9% | -45.1% | -46.6% |
| YTD | +142.1% | +26.7% | +115.4% | +58.5% |
| 1Y | +85.8% | +35.1% | +50.7% | +6.9% |
| All | +47.6% | +58.1% | -10.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling