+54.7%
WFC vs AMDL
+47.6%
+7.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -1.4% |
| 7D | +1.2% | -26.2% | +27.4% | +2.1% |
| 30D | +5.2% | -57.1% | +62.3% | +8.3% |
| 3M | -3.0% | -29.8% | +26.8% | -2.8% |
| 6M | +6.2% | -22.2% | +28.4% | +3.5% |
| YTD | -7.9% | +142.1% | -150.0% | -19.1% |
| 1Y | +0.3% | +85.8% | -85.6% | -10.6% |
| All | +54.7% | +47.6% | +7.1% | +20.9% |
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