+443.4%
AMDL vs IFF
+32.7%
+410.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | +20.7% | -2.8% | +23.5% | +21.9% |
| 30D | +9.4% | -1.1% | +10.6% | +9.7% |
| 3M | +5.6% | +13.8% | -8.2% | -5.1% |
| 6M | +340.3% | +16.7% | +323.6% | +288.7% |
| YTD | +253.6% | +26.1% | +227.5% | +238.1% |
| 1Y | +443.4% | +33.5% | +409.9% | +409.3% |
| All | +443.4% | +32.7% | +410.6% | +409.3% |
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