+10.7%
IYR vs AMDL
+127.5%
-116.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.8% | -25.2% | +1.6% |
| 7D | +2.3% | +10.3% | -8.0% | +2.4% |
| 30D | +7.4% | -38.3% | +45.6% | +7.1% |
| 3M | -0.7% | -8.7% | +8.0% | -0.6% |
| 6M | +1.6% | -14.4% | +16.0% | +1.2% |
| YTD | +11.6% | +206.9% | -195.4% | +9.2% |
| All | +10.7% | +127.5% | -116.8% | +8.2% |
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