+109.1%
AMDL vs WOLF
-3.0%
+112.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | -30.7% | -14.5% | -16.3% | -22.1% |
| 30D | -43.8% | -32.0% | -11.7% | -26.7% |
| 3M | -24.5% | -15.8% | -8.7% | -17.4% |
| 6M | +44.7% | -36.6% | +81.3% | +81.0% |
| YTD | +204.0% | +30.9% | +173.1% | +140.9% |
| 1Y | +109.1% | +4.1% | +105.0% | +88.8% |
| All | +109.1% | -3.0% | +112.1% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling