+47.6%
AMDL vs PENG
+84.2%
-36.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +12.4% | +9.9% | +11.0% |
| 7D | -26.2% | -19.4% | -6.8% | -6.4% |
| 30D | -57.1% | -42.4% | -14.7% | -26.0% |
| 3M | -29.8% | -25.6% | -4.2% | -5.0% |
| 6M | -22.2% | +7.3% | -29.5% | -24.1% |
| YTD | +142.1% | +113.9% | +28.3% | +35.6% |
| 1Y | +85.8% | +93.6% | -7.7% | +12.5% |
| All | +47.6% | +84.2% | -36.6% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling