+1.5%
WFC vs AMDL
+127.5%
-126.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +26.8% | -24.9% | +1.5% |
| 7D | +0.1% | +10.3% | -10.1% | -0.1% |
| 30D | +2.9% | -38.3% | +41.2% | +3.2% |
| 3M | -1.4% | -8.7% | +7.3% | -1.7% |
| 6M | +14.3% | -14.4% | +28.7% | +12.8% |
| YTD | -6.2% | +206.9% | -213.2% | -13.3% |
| All | +1.5% | +127.5% | -126.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling