+58.6%
WFC vs AMDL
+102.5%
-43.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.6% | +17.9% | +1.1% |
| 7D | +2.5% | +37.2% | -34.7% | +0.8% |
| 30D | +7.0% | -24.0% | +31.0% | +7.2% |
| 3M | -1.8% | -1.0% | -0.7% | -3.3% |
| 6M | +18.4% | -3.2% | +21.6% | +14.3% |
| YTD | -5.6% | +232.2% | -237.8% | -18.4% |
| 1Y | +3.9% | +137.7% | -133.9% | -8.2% |
| All | +58.6% | +102.5% | -43.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling