+58.1%
WFC vs AMDL
+145.7%
-87.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | -0.6% |
| 7D | +1.7% | +103.5% | -101.8% | -1.7% |
| 30D | +6.8% | -18.3% | +25.2% | +6.8% |
| 3M | -3.0% | +20.1% | -23.1% | -5.2% |
| 6M | +15.4% | +15.9% | -0.5% | +10.7% |
| YTD | -5.9% | +303.0% | -308.9% | -19.3% |
| 1Y | +1.7% | +164.0% | -162.3% | -10.3% |
| All | +58.1% | +145.7% | -87.6% | +20.5% |
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 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