+3.9%
IOT vs AMDL
+126.1%
-122.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -0.5% |
| 7D | -4.5% | +15.9% | -20.4% | -5.5% |
| 30D | -2.4% | +10.5% | -12.9% | -3.3% |
| 3M | +19.0% | -4.7% | +23.7% | +16.6% |
| 6M | +19.6% | +355.2% | -335.5% | -4.5% |
| YTD | +8.3% | +270.9% | -262.6% | -13.8% |
| 1Y | -0.8% | +499.5% | -500.3% | -28.6% |
| All | +3.9% | +126.1% | -122.2% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling