+44.9%
WAB vs AMDL
+108.7%
-63.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +4.5% | -30.7% | +35.3% | +6.5% |
| 30D | +1.1% | -43.8% | +44.8% | +3.9% |
| 3M | -1.3% | -24.5% | +23.2% | -0.7% |
| 6M | +12.7% | +44.7% | -31.9% | +7.8% |
| YTD | +38.7% | +204.0% | -165.3% | +23.9% |
| 1Y | +44.9% | +109.1% | -64.1% | +32.1% |
| All | +44.9% | +108.7% | -63.7% | +32.1% |
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