+145.7%
AMDL vs PPG
-5.2%
+150.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.1% | +14.0% | +14.3% |
| 7D | +103.5% | -0.2% | +103.7% | +104.1% |
| 30D | -18.3% | +17.7% | -36.0% | -32.6% |
| 3M | +20.1% | +7.4% | +12.7% | +10.0% |
| 6M | +15.9% | +16.4% | -0.5% | -5.0% |
| YTD | +303.0% | +22.4% | +280.7% | +194.9% |
| 1Y | +164.0% | +28.6% | +135.4% | +77.8% |
| All | +145.7% | -5.2% | +150.9% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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