+145.7%
AMDL vs IRM
+57.0%
+88.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +9.1% |
| 7D | +103.5% | +8.6% | +94.9% | +84.1% |
| 30D | -18.3% | 0.0% | -18.3% | -11.1% |
| 3M | +20.1% | -7.1% | +27.2% | +45.1% |
| 6M | +15.9% | -7.9% | +23.8% | +44.3% |
| YTD | +303.0% | +41.3% | +261.7% | +213.4% |
| 1Y | +164.0% | +20.7% | +143.2% | +146.0% |
| All | +145.7% | +57.0% | +88.7% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling