+145.7%
AMDL vs PENG
+120.6%
+25.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.1% | +10.3% |
| 7D | +103.5% | +34.6% | +68.9% | +58.8% |
| 30D | -18.3% | -35.9% | +17.6% | +30.2% |
| 3M | +20.1% | -14.7% | +34.8% | +45.5% |
| 6M | +15.9% | +13.5% | +2.4% | +7.5% |
| YTD | +303.0% | +156.1% | +146.9% | +94.0% |
| 1Y | +164.0% | +141.3% | +22.7% | +33.1% |
| All | +145.7% | +120.6% | +25.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling