+49.4%
IWF vs AMDL
+117.8%
-68.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -1.5% |
| 7D | +1.5% | +19.9% | -18.5% | -0.6% |
| 30D | -1.3% | +6.3% | -7.5% | -2.3% |
| 3M | +0.1% | -9.9% | +10.0% | -1.4% |
| 6M | +10.3% | +394.3% | -384.0% | -13.5% |
| YTD | +4.2% | +257.3% | -253.1% | -16.9% |
| 1Y | +9.3% | +508.5% | -499.2% | -22.0% |
| All | +49.4% | +117.8% | -68.4% | +3.8% |
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