-45.4%
WDC vs AMDL
-18.3%
-27.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -10.0% |
| 7D | -28.0% | -26.2% | -1.7% | -21.0% |
| 30D | -34.9% | -57.1% | +22.1% | -13.6% |
| 3M | -41.6% | -29.8% | -11.7% | -38.8% |
| 6M | -45.4% | -22.2% | -23.2% | -45.1% |
| All | -45.4% | -18.3% | -27.1% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling