+39.6%
IWF vs AMDL
+102.5%
-62.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -17.6% | +16.4% | +0.8% |
| 7D | +2.8% | +37.2% | -34.4% | -1.3% |
| 30D | -7.5% | -24.0% | +16.5% | -7.0% |
| 3M | -8.5% | -1.0% | -7.5% | -11.2% |
| 6M | -7.4% | -3.2% | -4.2% | -12.7% |
| YTD | -2.6% | +232.2% | -234.9% | -23.9% |
| 1Y | -1.8% | +137.7% | -139.6% | -20.4% |
| All | +39.6% | +102.5% | -62.9% | -4.9% |
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 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