+6.2%
WFC vs AMDL
-18.3%
+24.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -0.4% |
| 7D | +1.2% | -26.2% | +27.4% | +1.2% |
| 30D | +5.2% | -57.1% | +62.3% | +4.9% |
| 3M | -3.0% | -29.8% | +26.8% | -3.0% |
| 6M | +6.2% | -22.2% | +28.4% | +6.8% |
| All | +6.2% | -18.3% | +24.5% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling