+102.5%
AMDL vs WTW
+27.2%
+75.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +2.0% | -19.6% | -15.8% |
| 7D | +37.2% | +2.0% | +35.2% | +40.4% |
| 30D | -24.0% | +12.9% | -36.9% | -14.2% |
| 3M | -1.0% | +0.7% | -1.8% | +4.3% |
| 6M | -3.2% | +39.5% | -42.7% | +30.9% |
| YTD | +232.2% | +3.1% | +229.1% | +321.4% |
| 1Y | +137.7% | +4.8% | +133.0% | +201.3% |
| All | +102.5% | +27.2% | +75.3% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling