+4.6%
IOT vs AMDL
+131.0%
-126.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.0% | -9.8% | -4.1% |
| 7D | +5.1% | +29.0% | -23.9% | +3.3% |
| 30D | -3.0% | +19.1% | -22.1% | -4.4% |
| 3M | +15.0% | +1.8% | +13.2% | +11.9% |
| 6M | +13.1% | +374.4% | -361.3% | -10.0% |
| YTD | +9.0% | +278.9% | -269.9% | -13.3% |
| 1Y | +0.1% | +510.6% | -510.4% | -28.0% |
| All | +4.6% | +131.0% | -126.4% | -31.8% |
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 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