+19.8%
IGV vs AMDL
+102.5%
-82.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.6% | +17.3% | +1.2% |
| 7D | +2.3% | +37.2% | -34.9% | -0.8% |
| 30D | -6.0% | -24.0% | +18.0% | -5.6% |
| 3M | -4.8% | -1.0% | -3.8% | -7.1% |
| 6M | +14.2% | -3.2% | +17.4% | +8.2% |
| YTD | -4.2% | +232.2% | -236.5% | -24.0% |
| 1Y | -5.3% | +137.7% | -143.0% | -22.1% |
| All | +19.8% | +102.5% | -82.7% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling