+55.2%
EWT vs AMDL
+108.7%
-53.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -10.9% | -30.7% | +19.8% | -6.0% |
| 30D | -17.7% | -43.8% | +26.0% | -10.9% |
| 3M | -5.0% | -24.5% | +19.5% | -3.0% |
| 6M | +7.4% | +44.7% | -37.3% | -1.9% |
| YTD | +52.8% | +204.0% | -151.2% | +22.8% |
| 1Y | +55.2% | +109.1% | -53.9% | +28.3% |
| All | +55.2% | +108.7% | -53.5% | +28.3% |
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