+233.1%
WBD vs AMDL
+95.0%
+138.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.2% |
| 7D | -1.8% | +4.5% | -6.3% | -2.2% |
| 30D | +8.8% | -4.4% | +13.2% | +8.9% |
| 3M | +4.6% | -30.5% | +35.1% | +5.1% |
| 6M | +1.1% | +300.9% | -299.8% | -18.5% |
| YTD | -2.0% | +219.9% | -221.9% | -20.7% |
| 1Y | +140.0% | +374.7% | -234.7% | +72.2% |
| All | +233.1% | +95.0% | +138.1% | +113.5% |
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