+102.5%
AMDL vs WY
-34.6%
+137.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.7% | -19.3% | -17.7% |
| 7D | +37.2% | -0.8% | +38.0% | +37.3% |
| 30D | -24.0% | +10.1% | -34.1% | -26.0% |
| 3M | -1.0% | -15.4% | +14.4% | +4.5% |
| 6M | -3.2% | -8.3% | +5.1% | -2.8% |
| YTD | +232.2% | -9.8% | +242.0% | +231.7% |
| 1Y | +137.7% | -3.9% | +141.6% | +127.2% |
| All | +102.5% | -34.6% | +137.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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