+17.9%
WAT vs AMDL
+95.0%
-77.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.5% |
| 7D | -1.3% | +4.5% | -5.8% | -1.5% |
| 30D | +2.3% | -4.4% | +6.7% | +2.4% |
| 3M | +8.7% | -30.5% | +39.2% | +9.2% |
| 6M | +28.3% | +300.9% | -272.6% | +15.7% |
| YTD | +7.8% | +219.9% | -212.2% | -2.7% |
| 1Y | +36.6% | +374.7% | -338.1% | +17.3% |
| All | +17.9% | +95.0% | -77.1% | -3.7% |
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