+131.0%
AMDL vs GWRE
+25.7%
+105.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.0% | +11.0% | +6.1% |
| 7D | +29.0% | -26.2% | +55.2% | +29.1% |
| 30D | +19.1% | -17.8% | +36.8% | +18.2% |
| 3M | +1.8% | +14.2% | -12.5% | -5.7% |
| 6M | +374.4% | -12.9% | +387.3% | +370.9% |
| YTD | +278.9% | -29.2% | +308.1% | +307.8% |
| 1Y | +510.6% | -44.4% | +555.0% | +644.4% |
| All | +131.0% | +25.7% | +105.3% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling