+27.3%
AWK vs AMDL
+117.8%
-90.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.9% | +0.3% |
| 7D | +2.2% | +19.9% | -17.8% | +3.0% |
| 30D | +4.4% | +6.3% | -1.8% | +4.9% |
| 3M | +15.4% | -9.9% | +25.3% | +16.2% |
| 6M | +3.5% | +394.3% | -390.8% | +12.3% |
| YTD | +9.8% | +257.3% | -247.5% | +18.6% |
| 1Y | +3.0% | +508.5% | -505.6% | +15.1% |
| All | +27.3% | +117.8% | -90.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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