+167.6%
WELL vs AMDL
+95.0%
+72.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.2% | -2.0% |
| 7D | -0.8% | +4.5% | -5.3% | -0.8% |
| 30D | -0.1% | -4.4% | +4.3% | -0.1% |
| 3M | +18.0% | -30.5% | +48.5% | +18.0% |
| 6M | +15.0% | +300.9% | -285.9% | +12.8% |
| YTD | +28.6% | +219.9% | -191.3% | +26.2% |
| 1Y | +42.9% | +374.7% | -331.8% | +39.1% |
| All | +167.6% | +95.0% | +72.6% | +154.4% |
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 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