+149.5%
EWT vs AMDL
+131.0%
+18.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.9% | -0.7% |
| 7D | +2.1% | +29.0% | -26.8% | -1.7% |
| 30D | +9.4% | +19.1% | -9.7% | +6.1% |
| 3M | +10.9% | +1.8% | +9.1% | +7.7% |
| 6M | +57.9% | +374.4% | -316.5% | +22.2% |
| YTD | +75.9% | +278.9% | -203.0% | +36.9% |
| 1Y | +89.7% | +510.6% | -420.9% | +33.6% |
| All | +149.5% | +131.0% | +18.5% | +69.7% |
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