+119.6%
AMDL vs PPG
-3.2%
+122.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.4% | +13.9% | +13.8% |
| 7D | +18.5% | -1.2% | +19.7% | +22.7% |
| 30D | -24.2% | +21.2% | -45.5% | -39.4% |
| 3M | +11.5% | +8.2% | +3.3% | +1.5% |
| 6M | -1.0% | +17.2% | -18.2% | -19.1% |
| YTD | +260.3% | +25.0% | +235.3% | +158.1% |
| 1Y | +178.2% | +33.5% | +144.6% | +79.7% |
| All | +119.6% | -3.2% | +122.8% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling