+24.9%
IYR vs AMDL
+87.1%
-62.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.8% | -25.2% | +1.2% |
| 7D | +2.3% | +10.3% | -8.0% | +2.0% |
| 30D | +7.4% | -38.3% | +45.6% | +7.8% |
| 3M | -0.7% | -8.7% | +8.0% | -1.1% |
| 6M | +1.6% | -14.4% | +16.0% | +0.5% |
| YTD | +11.6% | +206.9% | -195.4% | +5.4% |
| 1Y | +10.5% | +144.4% | -133.9% | +4.9% |
| All | +24.9% | +87.1% | -62.3% | +10.8% |
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