+117.8%
AMDL vs GWRE
+32.3%
+85.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -7.8% | +19.5% | +11.7% |
| 7D | +19.9% | -25.6% | +45.5% | +20.4% |
| 30D | +6.3% | -12.2% | +18.5% | +5.3% |
| 3M | -9.9% | +17.7% | -27.6% | -16.0% |
| 6M | +394.3% | -11.3% | +405.7% | +396.8% |
| YTD | +257.3% | -25.5% | +282.8% | +284.6% |
| 1Y | +508.5% | -42.8% | +551.4% | +650.3% |
| All | +117.8% | +32.3% | +85.5% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling