+30.1%
AMDL vs PENG
+73.0%
-42.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -23.0% | -11.8% | -12.1% |
| 7D | -52.7% | -36.7% | -16.0% | -22.4% |
| 30D | -65.3% | -42.0% | -23.3% | -39.5% |
| 3M | -40.8% | -33.2% | -7.6% | -10.6% |
| 6M | -12.9% | +2.1% | -15.0% | -20.3% |
| YTD | +98.0% | +90.3% | +7.7% | -5.9% |
| 1Y | +30.1% | +67.7% | -37.5% | -30.2% |
| All | +30.1% | +73.0% | -42.8% | -30.2% |
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