-60.7%
IT vs AMDL
+95.0%
-155.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.2% | -13.8% | -4.7% |
| 7D | -6.0% | +4.5% | -10.6% | -6.1% |
| 30D | 0.0% | -4.4% | +4.4% | 0.0% |
| 3M | +13.1% | -30.5% | +43.6% | +13.0% |
| 6M | +11.7% | +300.9% | -289.2% | +1.3% |
| YTD | -26.1% | +219.9% | -246.0% | -32.7% |
| 1Y | -21.3% | +374.7% | -396.0% | -31.7% |
| All | -60.7% | +95.0% | -155.8% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling