+57.7%
IEMG vs AMDL
+119.6%
-61.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.3% | -12.0% | +0.8% |
| 7D | +0.7% | +18.5% | -17.8% | -2.3% |
| 30D | -6.4% | -24.2% | +17.8% | -5.7% |
| 3M | -5.5% | +11.5% | -17.0% | -9.1% |
| 6M | -8.3% | -1.0% | -7.3% | -12.6% |
| YTD | +13.2% | +260.3% | -247.1% | -6.7% |
| 1Y | +13.0% | +178.2% | -165.2% | -5.3% |
| All | +57.7% | +119.6% | -61.9% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling