+115.6%
AMDL vs PPG
-19.1%
+134.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -4.3% |
| 7D | +20.7% | -5.1% | +25.8% | +28.0% |
| 30D | +9.4% | -9.6% | +19.0% | +22.6% |
| 3M | +5.6% | -6.4% | +12.1% | +13.0% |
| 6M | +340.3% | +0.5% | +339.8% | +335.6% |
| YTD | +253.6% | +4.4% | +249.2% | +211.6% |
| 1Y | +443.4% | -0.9% | +444.3% | +401.9% |
| All | +115.6% | -19.1% | +134.6% | +120.1% |
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