+9.3%
IBIT vs AMDL
+92.1%
-82.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.8% |
| 7D | -5.4% | +5.4% | -10.8% | -7.3% |
| 30D | -10.5% | -36.6% | +26.2% | -7.6% |
| 3M | +15.0% | -1.0% | +16.0% | +11.5% |
| 6M | -8.3% | -12.1% | +3.8% | -13.3% |
| YTD | -16.1% | +215.1% | -231.2% | -37.0% |
| 1Y | -30.8% | +130.4% | -161.1% | -46.3% |
| All | +9.3% | +92.1% | -82.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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