+47.6%
AMDL vs IBN
+33.7%
+13.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.2% | +18.1% | +19.9% |
| 7D | -26.2% | +15.1% | -41.3% | -32.6% |
| 30D | -57.1% | +21.6% | -78.7% | -62.8% |
| 3M | -29.8% | +11.2% | -41.0% | -35.0% |
| 6M | -22.2% | +27.8% | -50.0% | -35.4% |
| YTD | +142.1% | +14.7% | +127.4% | +113.3% |
| 1Y | +85.8% | +14.4% | +71.4% | +63.2% |
| All | +47.6% | +33.7% | +13.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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