-0.8%
IOT vs AMDL
+418.8%
-419.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | -0.6% |
| 7D | -0.8% | +20.7% | -21.5% | -0.7% |
| 30D | -4.7% | +9.4% | -14.1% | -4.6% |
| 3M | +17.8% | +5.6% | +12.1% | +16.9% |
| 6M | +16.8% | +340.3% | -323.4% | +5.8% |
| YTD | +8.4% | +253.6% | -245.2% | -2.3% |
| 1Y | -0.8% | +443.4% | -444.2% | -13.8% |
| All | -0.8% | +418.8% | -419.6% | -13.8% |
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