+16.1%
IWM vs AMDL
+133.6%
-117.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -0.9% |
| 7D | +0.3% | +5.4% | -5.1% | -0.9% |
| 30D | +0.6% | -36.6% | +37.2% | +2.3% |
| 3M | -6.2% | -1.0% | -5.3% | -8.1% |
| 6M | -0.8% | -12.1% | +11.3% | -4.1% |
| YTD | +14.8% | +215.1% | -200.4% | -2.9% |
| 1Y | +16.1% | +130.4% | -114.2% | -0.3% |
| All | +16.1% | +133.6% | -117.4% | -0.3% |
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