+38.6%
IWF vs AMDL
+92.1%
-53.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -1.2% |
| 7D | -2.9% | +5.4% | -8.3% | -4.6% |
| 30D | -10.9% | -36.6% | +25.8% | -8.3% |
| 3M | -8.1% | -1.0% | -7.1% | -10.5% |
| 6M | -7.5% | -12.1% | +4.6% | -11.6% |
| YTD | -3.4% | +215.1% | -218.5% | -23.8% |
| 1Y | -5.0% | +130.4% | -135.4% | -22.7% |
| All | +38.6% | +92.1% | -53.5% | -4.8% |
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 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