+51.1%
IWM vs AMDL
+95.0%
-43.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.5% |
| 7D | +0.1% | +4.5% | -4.5% | -0.4% |
| 30D | -1.3% | -4.4% | +3.1% | -1.1% |
| 3M | +1.6% | -30.5% | +32.1% | +2.4% |
| 6M | +13.6% | +300.9% | -287.3% | -5.7% |
| YTD | +20.8% | +219.9% | -199.2% | +0.7% |
| 1Y | +26.4% | +374.7% | -348.3% | -1.7% |
| All | +51.1% | +95.0% | -43.9% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling