-7.5%
IGV vs AMDL
+108.7%
-116.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -7.5% | -30.7% | +23.3% | -6.2% |
| 30D | -5.6% | -43.8% | +38.2% | -3.8% |
| 3M | +1.5% | -24.5% | +26.0% | +2.3% |
| 6M | +17.1% | +44.7% | -27.6% | +11.7% |
| YTD | -2.0% | +204.0% | -206.0% | -13.5% |
| 1Y | -7.5% | +109.1% | -116.6% | -16.3% |
| All | -7.5% | +108.7% | -116.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling