+131.0%
AMDL vs IFF
+7.6%
+123.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.5% | +7.6% | +7.2% |
| 7D | +29.0% | -3.0% | +32.0% | +31.8% |
| 30D | +19.1% | -0.9% | +20.0% | +19.4% |
| 3M | +1.8% | +11.8% | -10.1% | -12.0% |
| 6M | +374.4% | +16.5% | +357.9% | +301.9% |
| YTD | +278.9% | +26.5% | +252.4% | +187.7% |
| 1Y | +510.6% | +32.7% | +477.9% | +331.9% |
| All | +131.0% | +7.6% | +123.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling