+145.7%
AMDL vs WWD
+126.2%
+19.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.0% | +13.8% | +14.1% |
| 7D | +103.5% | +8.2% | +95.4% | +89.1% |
| 30D | -18.3% | -0.2% | -18.1% | -14.5% |
| 3M | +20.1% | -8.4% | +28.5% | +37.6% |
| 6M | +15.9% | -9.5% | +25.4% | +34.6% |
| YTD | +303.0% | +10.1% | +293.0% | +274.6% |
| 1Y | +164.0% | +21.6% | +142.4% | +114.8% |
| All | +145.7% | +126.2% | +19.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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