+124.4%
AMDL vs IRM
+10.0%
+114.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +4.1% | +22.7% | +19.6% |
| 7D | +10.3% | -3.8% | +14.0% | +26.4% |
| 30D | -38.3% | -3.2% | -35.1% | -28.4% |
| 3M | -8.7% | -7.8% | -0.9% | +15.0% |
| 6M | -14.4% | -12.7% | -1.7% | +17.5% |
| YTD | +206.9% | +36.7% | +170.2% | +178.1% |
| All | +124.4% | +10.0% | +114.4% | +131.6% |
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