+22.7%
IYR vs AMDL
+95.0%
-72.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -0.9% |
| 7D | -1.2% | +4.5% | -5.8% | -1.3% |
| 30D | -2.9% | -4.4% | +1.5% | -2.8% |
| 3M | +0.8% | -30.5% | +31.3% | +0.9% |
| 6M | +1.9% | +300.9% | -299.0% | -3.4% |
| YTD | +9.6% | +219.9% | -210.3% | +4.0% |
| 1Y | +8.1% | +374.7% | -366.6% | 0.0% |
| All | +22.7% | +95.0% | -72.3% | +9.3% |
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 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