+47.9%
GWW vs AMDL
+47.6%
+0.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -23.0% | -1.5% |
| 7D | +6.0% | -26.2% | +32.2% | +6.7% |
| 30D | +14.0% | -57.1% | +71.1% | +16.6% |
| 3M | +12.5% | -29.8% | +42.4% | +12.8% |
| 6M | +23.6% | -22.2% | +45.9% | +21.5% |
| YTD | +43.6% | +142.1% | -98.5% | +31.0% |
| 1Y | +52.5% | +85.8% | -33.4% | +40.6% |
| All | +47.9% | +47.6% | +0.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling