+48.2%
AMDL vs IRE
-98.0%
+146.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -33.9% | -0.9% | -21.6% |
| 7D | -52.7% | -57.1% | +4.4% | -33.8% |
| 30D | -65.3% | -84.4% | +19.1% | -31.2% |
| 3M | -40.8% | -85.0% | +44.1% | +12.2% |
| 6M | -12.9% | -95.2% | +82.4% | +122.4% |
| YTD | +98.0% | -93.9% | +191.9% | +313.0% |
| 1Y | +30.1% | -98.8% | +129.0% | +302.2% |
| All | +48.2% | -98.0% | +146.3% | +281.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling