+48.7%
IWF vs AMDL
+131.0%
-82.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -1.1% |
| 7D | +0.5% | +29.0% | -28.4% | -2.3% |
| 30D | -1.4% | +19.1% | -20.5% | -3.6% |
| 3M | +0.4% | +1.8% | -1.3% | -2.3% |
| 6M | +8.5% | +374.4% | -365.9% | -14.4% |
| YTD | +3.7% | +278.9% | -275.2% | -17.9% |
| 1Y | +8.5% | +510.6% | -502.1% | -22.4% |
| All | +48.7% | +131.0% | -82.3% | +2.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling