+38.9%
IJR vs AMDL
+102.5%
-63.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +1.2% |
| 7D | +2.2% | +37.2% | -35.0% | -0.5% |
| 30D | +3.8% | -24.0% | +27.9% | +4.1% |
| 3M | -5.7% | -1.0% | -4.7% | -7.9% |
| 6M | +4.6% | -3.2% | +7.8% | 0.0% |
| YTD | +18.0% | +232.2% | -214.2% | -1.5% |
| 1Y | +21.8% | +137.7% | -115.9% | +4.4% |
| All | +38.9% | +102.5% | -63.6% | +3.3% |
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 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