+510.8%
AMDL vs WOLF
+47.3%
+463.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -4.2% | +16.1% | +14.7% |
| 7D | +103.5% | +30.2% | +73.3% | +73.6% |
| 30D | -18.3% | -7.2% | -11.1% | -9.4% |
| 3M | +20.1% | -16.4% | +36.5% | +38.9% |
| 6M | +15.9% | -50.7% | +66.6% | +71.2% |
| YTD | +303.0% | +52.3% | +250.8% | +218.3% |
| 1Y | +164.0% | +35.6% | +128.4% | +119.7% |
| All | +510.8% | +47.3% | +463.5% | +432.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling