+126.1%
AMDL vs GWRE
+24.5%
+101.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +15.9% | -13.2% | +29.2% | +16.0% |
| 30D | +10.5% | -18.6% | +29.1% | +9.7% |
| 3M | -4.7% | +18.9% | -23.6% | -13.1% |
| 6M | +355.2% | -11.0% | +366.1% | +346.0% |
| YTD | +270.9% | -29.9% | +300.8% | +299.2% |
| 1Y | +499.5% | -44.3% | +543.8% | +627.0% |
| All | +126.1% | +24.5% | +101.6% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling