+126.1%
AMDL vs PPG
-18.7%
+144.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.4% |
| 7D | +15.9% | -6.2% | +22.2% | +24.5% |
| 30D | +10.5% | -7.9% | +18.4% | +21.2% |
| 3M | -4.7% | -10.2% | +5.5% | +6.7% |
| 6M | +355.2% | +2.7% | +352.5% | +339.9% |
| YTD | +270.9% | +4.9% | +266.0% | +225.2% |
| 1Y | +499.5% | -3.2% | +502.7% | +478.4% |
| All | +126.1% | -18.7% | +144.8% | +129.7% |
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