+96.6%
IVZ vs AMDL
+47.6%
+49.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +22.3% | -22.3% | -2.4% |
| 7D | -2.4% | -26.2% | +23.8% | -0.2% |
| 30D | -11.2% | -57.1% | +45.9% | -4.5% |
| 3M | -14.0% | -29.8% | +15.9% | -12.8% |
| 6M | +0.5% | -22.2% | +22.7% | -2.5% |
| YTD | +5.4% | +142.1% | -136.7% | -13.2% |
| 1Y | +19.5% | +85.8% | -66.4% | +0.6% |
| All | +96.6% | +47.6% | +49.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling