+374.7%
AMDL vs IFF
+34.4%
+340.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.2% |
| 7D | +4.5% | -1.8% | +6.4% | +5.3% |
| 30D | -4.4% | -2.0% | -2.4% | -3.8% |
| 3M | -30.5% | +18.5% | -49.0% | -38.5% |
| 6M | +300.9% | +11.7% | +289.2% | +234.8% |
| YTD | +219.9% | +29.6% | +190.4% | +206.5% |
| 1Y | +374.7% | +35.0% | +339.8% | +346.9% |
| All | +374.7% | +34.4% | +340.3% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling