+61.2%
WFC vs AMDL
+117.8%
-56.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -2.8% |
| 7D | +1.1% | +19.9% | -18.9% | +0.1% |
| 30D | +0.8% | +6.3% | -5.4% | +0.3% |
| 3M | +9.3% | -9.9% | +19.2% | +8.1% |
| 6M | +10.6% | +394.3% | -383.7% | -4.2% |
| YTD | -4.1% | +257.3% | -261.4% | -16.2% |
| 1Y | +13.6% | +508.5% | -495.0% | -7.0% |
| All | +61.2% | +117.8% | -56.6% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling