-1.1%
IP vs AMDL
+44.1%
-45.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -34.9% | +30.9% | -3.2% |
| 7D | -5.0% | -52.7% | +47.7% | -3.7% |
| 30D | +6.5% | -65.3% | +71.8% | +8.7% |
| 3M | -18.0% | -40.8% | +22.8% | -17.6% |
| 6M | +10.3% | -12.9% | +23.2% | +10.6% |
| YTD | -9.9% | +98.0% | -107.9% | -9.6% |
| 1Y | -1.1% | +30.1% | -31.2% | -0.8% |
| All | -1.1% | +44.1% | -45.1% | -0.8% |
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