+95.0%
AMDL vs WY
-27.6%
+122.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.4% | +8.9% |
| 7D | +4.5% | -1.7% | +6.3% | +5.2% |
| 30D | -4.4% | -10.1% | +5.7% | -0.9% |
| 3M | -30.5% | -5.1% | -25.3% | -30.1% |
| 6M | +300.9% | -4.8% | +305.7% | +301.0% |
| YTD | +219.9% | -0.2% | +220.2% | +209.2% |
| 1Y | +374.7% | -6.6% | +381.3% | +375.5% |
| All | +95.0% | -27.6% | +122.6% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling