+145.7%
AMDL vs WY
-35.7%
+181.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +11.9% |
| 7D | +103.5% | -5.4% | +108.9% | +104.4% |
| 30D | -18.3% | +7.9% | -26.2% | -20.2% |
| 3M | +20.1% | -16.6% | +36.7% | +26.8% |
| 6M | +15.9% | -11.2% | +27.1% | +17.4% |
| YTD | +303.0% | -11.3% | +314.4% | +303.0% |
| 1Y | +164.0% | -5.5% | +169.5% | +152.8% |
| All | +145.7% | -35.7% | +181.3% | +169.4% |
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