+55.6%
IEMG vs AMDL
+145.7%
-90.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.9% | -13.2% | -2.6% |
| 7D | +5.3% | +103.5% | -98.3% | -2.9% |
| 30D | -7.2% | -18.3% | +11.1% | -7.3% |
| 3M | -8.1% | +20.1% | -28.2% | -12.4% |
| 6M | -6.7% | +15.9% | -22.6% | -12.6% |
| YTD | +11.6% | +303.0% | -291.4% | -9.1% |
| 1Y | +11.4% | +164.0% | -152.6% | -6.4% |
| All | +55.6% | +145.7% | -90.1% | +15.8% |
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