+30.1%
IWD vs AMDL
+130.1%
-100.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.6% | +17.8% | +0.7% |
| 7D | +2.3% | +37.2% | -34.9% | +1.1% |
| 30D | +3.6% | -24.0% | +27.6% | +3.6% |
| 3M | +2.2% | -1.0% | +3.2% | +1.1% |
| 6M | +13.0% | -3.2% | +16.2% | +10.5% |
| YTD | +26.5% | +232.2% | -205.7% | +16.0% |
| 1Y | +30.1% | +137.7% | -107.6% | +20.9% |
| All | +30.1% | +130.1% | -100.0% | +20.9% |
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