+131.0%
AMDL vs WTW
+18.6%
+112.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.6% | +9.6% | +3.4% |
| 7D | +29.0% | -7.1% | +36.1% | +22.8% |
| 30D | +19.1% | -8.5% | +27.6% | +12.7% |
| 3M | +1.8% | +20.6% | -18.8% | +20.8% |
| 6M | +374.4% | +7.2% | +367.2% | +455.0% |
| YTD | +278.9% | -3.9% | +282.8% | +339.6% |
| 1Y | +510.6% | -3.6% | +514.2% | +606.2% |
| All | +131.0% | +18.6% | +112.4% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling