+109.1%
AMDL vs IFF
+44.8%
+64.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +3.1% |
| 7D | -30.7% | -3.3% | -27.4% | -30.5% |
| 30D | -43.8% | +5.3% | -49.1% | -46.1% |
| 3M | -24.5% | +8.9% | -33.4% | -30.1% |
| 6M | +44.7% | +26.3% | +18.4% | +23.2% |
| YTD | +204.0% | +32.2% | +171.8% | +168.5% |
| 1Y | +109.1% | +45.8% | +63.3% | +81.7% |
| All | +109.1% | +44.8% | +64.2% | +81.7% |
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