-21.3%
IT vs AMDL
+384.9%
-406.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.2% | -13.8% | -4.1% |
| 7D | -6.0% | +4.5% | -10.6% | -5.8% |
| 30D | 0.0% | -4.4% | +4.4% | +0.1% |
| 3M | +13.1% | -30.5% | +43.6% | +13.1% |
| 6M | +11.7% | +300.9% | -289.2% | +13.2% |
| YTD | -26.1% | +219.9% | -246.0% | -24.6% |
| 1Y | -21.3% | +374.7% | -396.0% | -14.5% |
| All | -21.3% | +384.9% | -406.1% | -14.5% |
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