+347.3%
AMDL vs GWRE
-10.0%
+357.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -7.8% | +19.5% | +7.5% |
| 7D | +19.9% | -25.6% | +45.5% | +5.1% |
| 30D | +6.3% | -12.2% | +18.5% | +2.7% |
| 3M | -9.9% | +17.7% | -27.6% | +1.3% |
| All | +347.3% | -10.0% | +357.3% | +367.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling