+17.9%
WM vs AMDL
+119.6%
-101.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.3% | -13.1% | +1.6% |
| 7D | +0.8% | +18.5% | -17.8% | +1.6% |
| 30D | +13.8% | -24.2% | +38.0% | +13.9% |
| 3M | +6.4% | +11.5% | -5.1% | +7.4% |
| 6M | +13.2% | -1.0% | +14.2% | +14.5% |
| YTD | +10.8% | +260.3% | -249.5% | +11.8% |
| 1Y | +20.2% | +178.2% | -158.0% | +21.6% |
| All | +17.9% | +119.6% | -101.7% | +16.5% |
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