+26.2%
IVZ vs AMDL
+127.5%
-101.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +26.8% | -20.0% | +4.0% |
| 7D | +4.1% | +10.3% | -6.2% | +2.1% |
| 30D | -2.0% | -38.3% | +36.2% | +0.7% |
| 3M | -7.8% | -8.7% | +0.9% | -9.1% |
| 6M | +6.3% | -14.4% | +20.7% | +2.7% |
| YTD | +12.6% | +206.9% | -194.4% | -7.4% |
| All | +26.2% | +127.5% | -101.3% | +7.4% |
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 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