+177.7%
WELL vs AMDL
+47.6%
+130.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +22.3% | -22.5% | -0.1% |
| 7D | +4.4% | -26.2% | +30.6% | +4.3% |
| 30D | +10.8% | -57.1% | +67.9% | +10.6% |
| 3M | +4.2% | -29.8% | +34.1% | +4.1% |
| 6M | +14.0% | -22.2% | +36.2% | +13.4% |
| YTD | +33.4% | +142.1% | -108.7% | +30.8% |
| 1Y | +32.4% | +85.8% | -53.4% | +30.0% |
| All | +177.7% | +47.6% | +130.1% | +163.7% |
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 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