+140.1%
IVZ vs AMDL
+95.0%
+45.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | +0.1% |
| 7D | +0.6% | +4.5% | -3.9% | +0.1% |
| 30D | +4.0% | -4.4% | +8.4% | +4.2% |
| 3M | +18.2% | -30.5% | +48.7% | +19.4% |
| 6M | +32.8% | +300.9% | -268.1% | +7.9% |
| YTD | +28.7% | +219.9% | -191.2% | +5.1% |
| 1Y | +55.4% | +374.7% | -319.3% | +17.1% |
| All | +140.1% | +95.0% | +45.0% | +66.5% |
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 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