+115.6%
AMDL vs GWRE
+23.8%
+91.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.7% |
| 7D | +20.7% | -30.9% | +51.6% | +21.2% |
| 30D | +9.4% | -20.7% | +30.1% | +8.8% |
| 3M | +5.6% | +20.2% | -14.5% | -4.1% |
| 6M | +340.3% | -11.9% | +352.1% | +332.2% |
| YTD | +253.6% | -30.3% | +283.9% | +280.6% |
| 1Y | +443.4% | -44.6% | +488.0% | +558.8% |
| All | +115.6% | +23.8% | +91.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling