+27.6%
AWK vs AMDL
+95.0%
-67.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | +0.3% |
| 7D | +1.7% | +4.5% | -2.8% | +1.9% |
| 30D | +5.6% | -4.4% | +10.0% | +5.5% |
| 3M | +15.9% | -30.5% | +46.3% | +15.7% |
| 6M | +4.6% | +300.9% | -296.3% | +12.5% |
| YTD | +10.1% | +219.9% | -209.9% | +18.3% |
| 1Y | +2.1% | +374.7% | -372.6% | +12.9% |
| All | +27.6% | +95.0% | -67.4% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling