+21.5%
IGV vs AMDL
+117.8%
-96.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.8% |
| 7D | -3.3% | +19.9% | -23.3% | -4.9% |
| 30D | 0.0% | +6.3% | -6.3% | -0.9% |
| 3M | +7.3% | -9.9% | +17.2% | +5.5% |
| 6M | +16.7% | +394.3% | -377.6% | -7.3% |
| YTD | -2.8% | +257.3% | -260.1% | -21.6% |
| 1Y | -6.7% | +508.5% | -515.2% | -32.2% |
| All | +21.5% | +117.8% | -96.3% | -15.6% |
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