+102.2%
WAB vs AMDL
+95.0%
+7.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | 0.0% |
| 7D | -3.2% | +4.5% | -7.7% | -3.6% |
| 30D | -4.4% | -4.4% | 0.0% | -4.3% |
| 3M | +7.9% | -30.5% | +38.3% | +8.6% |
| 6M | +8.7% | +300.9% | -292.2% | -7.6% |
| YTD | +33.0% | +219.9% | -187.0% | +13.2% |
| 1Y | +46.7% | +374.7% | -328.1% | +16.6% |
| All | +102.2% | +95.0% | +7.2% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling