+149.0%
EWT vs AMDL
+117.8%
+31.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.2% | -2.2% |
| 7D | +1.6% | +19.9% | -18.3% | -1.1% |
| 30D | +8.2% | +6.3% | +1.9% | +6.7% |
| 3M | +11.1% | -9.9% | +21.0% | +9.7% |
| 6M | +60.4% | +394.3% | -333.9% | +23.6% |
| YTD | +75.6% | +257.3% | -181.7% | +37.8% |
| 1Y | +91.3% | +508.5% | -417.2% | +34.8% |
| All | +149.0% | +117.8% | +31.2% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling