+85.8%
AMDL vs IRE
-98.3%
+184.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +39.6% | -17.3% | +6.5% |
| 7D | -26.2% | -27.2% | +1.0% | -17.0% |
| 30D | -57.1% | -75.1% | +18.0% | -28.8% |
| 3M | -29.8% | -77.9% | +48.0% | +14.2% |
| 6M | -22.2% | -94.6% | +72.4% | +84.2% |
| YTD | +142.1% | -91.5% | +233.7% | +352.5% |
| 1Y | +85.8% | -97.8% | +183.7% | +352.3% |
| All | +85.8% | -98.3% | +184.2% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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