+21.3%
WAT vs AMDL
+130.1%
-108.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.1% | +0.5% |
| 7D | +0.6% | +37.2% | -36.6% | -1.4% |
| 30D | +5.4% | -24.0% | +29.5% | +5.4% |
| 3M | +11.3% | -1.0% | +12.3% | +9.7% |
| 6M | +37.4% | -3.2% | +40.6% | +33.8% |
| YTD | +21.2% | +232.2% | -211.0% | +13.1% |
| 1Y | +21.3% | +137.7% | -116.4% | +11.9% |
| All | +21.3% | +130.1% | -108.8% | +11.9% |
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