+85.8%
AMDL vs WOLF
+18.5%
+67.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +16.8% | +5.4% | +10.6% |
| 7D | -26.2% | +8.2% | -34.4% | -27.2% |
| 30D | -57.1% | -24.2% | -32.9% | -45.9% |
| 3M | -29.8% | -13.8% | -16.1% | -22.1% |
| 6M | -22.2% | -44.8% | +22.6% | +7.4% |
| YTD | +142.1% | +36.6% | +105.5% | +93.2% |
| 1Y | +85.8% | +27.6% | +58.3% | +50.6% |
| All | +85.8% | +18.5% | +67.4% | +50.6% |
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