+87.1%
AMDL vs WY
-33.6%
+120.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.7% | +26.1% | +26.7% |
| 7D | +10.3% | -0.8% | +11.0% | +10.2% |
| 30D | -38.3% | +10.6% | -48.9% | -39.7% |
| 3M | -8.7% | -16.6% | +7.9% | -2.7% |
| 6M | -14.4% | -8.6% | -5.8% | -13.3% |
| YTD | +206.9% | -8.4% | +215.4% | +206.1% |
| 1Y | +144.4% | -5.1% | +149.5% | +137.2% |
| All | +87.1% | -33.6% | +120.7% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling