+95.0%
AMDL vs IBB
+56.8%
+38.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +10.7% |
| 7D | +4.5% | +1.4% | +3.1% | +1.7% |
| 30D | -4.4% | +10.5% | -14.9% | -22.6% |
| 3M | -30.5% | +23.6% | -54.1% | -55.0% |
| 6M | +300.9% | +22.6% | +278.3% | +164.8% |
| YTD | +219.9% | +25.7% | +194.3% | +103.3% |
| 1Y | +374.7% | +51.4% | +323.3% | +108.2% |
| All | +95.0% | +56.8% | +38.2% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling