+87.1%
AMDL vs WSM
+92.3%
-5.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +3.0% | +23.8% | +24.5% |
| 7D | +10.3% | +0.9% | +9.4% | +11.2% |
| 30D | -38.3% | +8.6% | -46.8% | -41.7% |
| 3M | -8.7% | +4.2% | -13.0% | -11.4% |
| 6M | -14.4% | +44.6% | -59.0% | -35.7% |
| YTD | +206.9% | +48.5% | +158.4% | +128.0% |
| 1Y | +144.4% | +34.7% | +109.7% | +94.6% |
| All | +87.1% | +92.3% | -5.2% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling