+109.1%
AMDL vs GWRE
-24.5%
+133.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.3% | +4.0% |
| 7D | -30.7% | +2.2% | -32.9% | -30.0% |
| 30D | -43.8% | +4.5% | -48.3% | -42.4% |
| 3M | -24.5% | +6.4% | -30.9% | -20.2% |
| 6M | +44.7% | +18.8% | +25.8% | +66.6% |
| YTD | +204.0% | -15.1% | +219.1% | +242.5% |
| 1Y | +109.1% | -23.4% | +132.5% | +168.9% |
| All | +109.1% | -24.5% | +133.6% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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