-3.2%
AMDL vs IFF
+5.0%
-8.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.0% | -18.5% | -17.0% |
| 7D | +37.2% | -1.8% | +39.0% | +36.0% |
| 30D | -24.0% | -9.4% | -14.6% | -28.0% |
| 3M | -1.0% | -3.0% | +2.0% | -4.9% |
| 6M | -3.2% | +5.8% | -9.0% | -11.2% |
| All | -3.2% | +5.0% | -8.2% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling