+188.4%
AMDL vs WST
+53.0%
+135.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.2% | +12.1% |
| 7D | +103.5% | +4.9% | +98.7% | +99.2% |
| 30D | -18.3% | +10.7% | -29.0% | -19.8% |
| 3M | +20.1% | +16.8% | +3.2% | +15.7% |
| 6M | +15.9% | +32.0% | -16.1% | +5.9% |
| YTD | +303.0% | +49.9% | +253.1% | +233.1% |
| All | +188.4% | +53.0% | +135.4% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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