+85.8%
AMDL vs PENG
+88.9%
-3.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +12.4% | +9.9% | +9.9% |
| 7D | -26.2% | -19.4% | -6.8% | -5.0% |
| 30D | -57.1% | -42.4% | -14.7% | -23.4% |
| 3M | -29.8% | -25.6% | -4.2% | -3.9% |
| 6M | -22.2% | +7.3% | -29.5% | -31.5% |
| YTD | +142.1% | +113.9% | +28.3% | +6.5% |
| 1Y | +85.8% | +93.6% | -7.7% | -11.0% |
| All | +85.8% | +88.9% | -3.1% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling