+239.1%
IBKR vs AMDL
+131.0%
+108.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.8% | -1.6% |
| 7D | +1.3% | +29.0% | -27.7% | -2.4% |
| 30D | -0.3% | +19.1% | -19.4% | -3.1% |
| 3M | +4.7% | +1.8% | +2.9% | +0.7% |
| 6M | +34.0% | +374.4% | -340.4% | -1.5% |
| YTD | +40.8% | +278.9% | -238.1% | +4.5% |
| 1Y | +45.7% | +510.6% | -464.8% | -2.3% |
| All | +239.1% | +131.0% | +108.1% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling