+87.1%
AMDL vs WU
-34.0%
+121.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -0.3% | +27.1% | +26.8% |
| 7D | +10.3% | +9.1% | +1.2% | +8.0% |
| 30D | -38.3% | +12.1% | -50.4% | -40.1% |
| 3M | -8.7% | +0.3% | -9.1% | -9.2% |
| 6M | -14.4% | -19.1% | +4.8% | -10.9% |
| YTD | +206.9% | -19.2% | +226.2% | +210.0% |
| 1Y | +144.4% | -15.3% | +159.7% | +138.3% |
| All | +87.1% | -34.0% | +121.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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