+30.8%
IJH vs AMDL
+115.6%
-84.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.7% | -0.4% |
| 7D | -2.5% | +20.7% | -23.2% | -4.0% |
| 30D | -5.0% | +9.4% | -14.5% | -6.0% |
| 3M | +0.5% | +5.6% | -5.1% | -1.9% |
| 6M | +8.2% | +340.3% | -332.0% | -8.4% |
| YTD | +12.4% | +253.6% | -241.2% | -4.6% |
| 1Y | +14.4% | +443.4% | -429.0% | -9.4% |
| All | +30.8% | +115.6% | -84.8% | -1.1% |
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 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