+29.6%
IWD vs AMDL
+133.6%
-104.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.1% |
| 7D | +1.6% | +5.4% | -3.8% | +1.1% |
| 30D | +3.6% | -36.6% | +40.2% | +4.3% |
| 3M | +2.0% | -1.0% | +3.0% | +1.1% |
| 6M | +13.1% | -12.1% | +25.1% | +11.1% |
| YTD | +26.2% | +215.1% | -188.9% | +16.1% |
| 1Y | +29.6% | +130.4% | -100.8% | +20.3% |
| All | +29.6% | +133.6% | -104.0% | +20.3% |
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