+10.1%
IWF vs AMDL
+384.9%
-374.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.7% |
| 7D | +0.5% | +4.5% | -4.0% | +0.2% |
| 30D | -0.4% | -4.4% | +4.0% | -0.3% |
| 3M | -2.6% | -30.5% | +27.9% | -1.9% |
| 6M | +9.1% | +300.9% | -291.7% | -3.4% |
| YTD | +4.5% | +219.9% | -215.5% | -7.3% |
| 1Y | +10.1% | +374.7% | -364.6% | -2.3% |
| All | +10.1% | +384.9% | -374.8% | -2.3% |
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