+117.8%
AMDL vs BWA
+110.2%
+7.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +13.9% |
| 7D | +19.9% | +4.3% | +15.7% | +14.0% |
| 30D | +6.3% | -2.9% | +9.2% | +9.9% |
| 3M | -9.9% | -12.4% | +2.5% | +6.2% |
| 6M | +394.3% | +28.6% | +365.7% | +317.9% |
| YTD | +257.3% | +48.2% | +209.1% | +137.4% |
| 1Y | +508.5% | +50.9% | +457.6% | +286.5% |
| All | +117.8% | +110.2% | +7.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling