+117.8%
AMDL vs WWD
+131.3%
-13.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.7% | +13.7% |
| 7D | +19.9% | +0.8% | +19.1% | +18.7% |
| 30D | +6.3% | -6.4% | +12.7% | +14.1% |
| 3M | -9.9% | -5.6% | -4.3% | -4.9% |
| 6M | +394.3% | -9.1% | +403.4% | +445.4% |
| YTD | +257.3% | +12.5% | +244.8% | +210.7% |
| 1Y | +508.5% | +41.3% | +467.2% | +293.3% |
| All | +117.8% | +131.3% | -13.5% | -17.0% |
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