+23.3%
WAT vs AMDL
+62.4%
-39.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +22.3% | -21.3% | -0.1% |
| 7D | -1.1% | -26.2% | +25.1% | -0.2% |
| 30D | +5.0% | -57.1% | +62.0% | +8.0% |
| 3M | +14.5% | -29.8% | +44.3% | +15.2% |
| 6M | +30.9% | -22.2% | +53.1% | +29.4% |
| YTD | +20.5% | +142.1% | -121.6% | +14.4% |
| 1Y | +23.3% | +85.8% | -62.5% | +16.8% |
| All | +23.3% | +62.4% | -39.1% | +16.8% |
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 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