+130.4%
AMDL vs IRE
-98.1%
+228.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.8% | +18.5% | +9.0% |
| 7D | +5.4% | -41.9% | +47.3% | +28.6% |
| 30D | -36.6% | -75.1% | +38.4% | +4.9% |
| 3M | -1.0% | -82.4% | +81.4% | +76.7% |
| 6M | -12.1% | -95.5% | +83.4% | +122.8% |
| YTD | +215.1% | -93.1% | +308.2% | +527.8% |
| 1Y | +130.4% | -97.8% | +228.2% | +476.9% |
| All | +130.4% | -98.1% | +228.5% | +476.9% |
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