+117.8%
AMDL vs ITOT
+52.4%
+65.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.2% | +14.2% |
| 7D | +19.9% | +0.7% | +19.3% | +15.7% |
| 30D | +6.3% | -1.1% | +7.4% | +11.2% |
| 3M | -9.9% | +3.9% | -13.8% | -18.3% |
| 6M | +394.3% | +14.7% | +379.6% | +223.8% |
| YTD | +257.3% | +13.3% | +244.0% | +154.7% |
| 1Y | +508.5% | +19.1% | +489.4% | +276.7% |
| All | +117.8% | +52.4% | +65.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling