+16.1%
IJH vs AMDL
+130.1%
-114.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.6% | +17.4% | +0.8% |
| 7D | +2.3% | +37.2% | -34.9% | +0.1% |
| 30D | +2.1% | -24.0% | +26.1% | +2.2% |
| 3M | -5.7% | -1.0% | -4.6% | -7.3% |
| 6M | +1.4% | -3.2% | +4.6% | -1.9% |
| YTD | +12.6% | +232.2% | -219.6% | -1.0% |
| 1Y | +16.1% | +137.7% | -121.6% | +4.0% |
| All | +16.1% | +130.1% | -114.0% | +4.0% |
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