+130.4%
AMDL vs WSM
+34.5%
+95.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +5.4% | +3.1% | +2.3% | +5.2% |
| 30D | -36.6% | +8.5% | -45.1% | -40.4% |
| 3M | -1.0% | +4.6% | -5.6% | -4.0% |
| 6M | -12.1% | +44.5% | -56.6% | -40.5% |
| YTD | +215.1% | +48.4% | +166.7% | +113.5% |
| 1Y | +130.4% | +36.2% | +94.2% | +65.0% |
| All | +130.4% | +34.5% | +95.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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