+36.9%
WAT vs AMDL
+92.1%
-55.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | +3.4% | +5.4% | -2.0% | +2.4% |
| 30D | +9.6% | -36.6% | +46.3% | +11.1% |
| 3M | +15.5% | -1.0% | +16.5% | +13.8% |
| 6M | +33.9% | -12.1% | +46.0% | +30.6% |
| YTD | +25.2% | +215.1% | -189.9% | +11.6% |
| 1Y | +26.3% | +130.4% | -104.1% | +14.2% |
| All | +36.9% | +92.1% | -55.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling