+97.9%
EWT vs AMDL
+384.9%
-287.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | +0.6% |
| 7D | +4.0% | +4.5% | -0.6% | +3.3% |
| 30D | +10.3% | -4.4% | +14.7% | +10.5% |
| 3M | +6.1% | -30.5% | +36.6% | +8.3% |
| 6M | +56.6% | +300.9% | -244.3% | +32.6% |
| YTD | +76.6% | +219.9% | -143.4% | +50.2% |
| 1Y | +97.9% | +374.7% | -276.8% | +70.2% |
| All | +97.9% | +384.9% | -287.0% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling