+40.1%
IWM vs AMDL
+47.6%
-7.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +22.3% | -21.3% | -0.9% |
| 7D | -2.0% | -26.2% | +24.2% | -0.3% |
| 30D | -1.5% | -57.1% | +55.6% | +4.4% |
| 3M | -8.0% | -29.8% | +21.8% | -7.3% |
| 6M | -4.1% | -22.2% | +18.1% | -7.1% |
| YTD | +11.9% | +142.1% | -130.2% | -6.3% |
| 1Y | +15.0% | +85.8% | -70.8% | -1.8% |
| All | +40.1% | +47.6% | -7.5% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling