+109.1%
AMDL vs IRM
+19.5%
+89.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.8% |
| 7D | -30.7% | +2.6% | -33.3% | -32.7% |
| 30D | -43.8% | +5.6% | -49.4% | -46.8% |
| 3M | -24.5% | -4.7% | -19.8% | -17.9% |
| 6M | +44.7% | -6.1% | +50.8% | +64.6% |
| YTD | +204.0% | +46.3% | +157.7% | +148.5% |
| 1Y | +109.1% | +18.7% | +90.4% | +76.2% |
| All | +109.1% | +19.5% | +89.6% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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