+10.6%
IOT vs AMDL
+108.7%
-98.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +4.2% |
| 7D | -0.5% | -30.7% | +30.3% | -1.7% |
| 30D | +1.0% | -43.8% | +44.8% | -1.0% |
| 3M | +10.9% | -24.5% | +35.4% | +10.7% |
| 6M | +39.9% | +44.7% | -4.8% | +39.6% |
| YTD | +20.8% | +204.0% | -183.2% | +15.4% |
| 1Y | +10.6% | +109.1% | -98.5% | +7.5% |
| All | +10.6% | +108.7% | -98.1% | +7.5% |
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