+1.4%
IQV vs AMDL
+115.6%
-114.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +0.3% |
| 7D | -5.3% | +20.7% | -26.0% | -5.9% |
| 30D | +5.5% | +9.4% | -3.9% | +5.0% |
| 3M | +41.2% | +5.6% | +35.6% | +37.9% |
| 6M | +50.5% | +340.3% | -289.7% | +29.2% |
| YTD | +14.1% | +253.6% | -239.5% | -1.7% |
| 1Y | +39.9% | +443.4% | -403.4% | +12.9% |
| All | +1.4% | +115.6% | -114.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling