+18.4%
WM vs AMDL
+20.7%
-2.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -34.9% | +36.0% | +0.3% |
| 7D | +4.5% | -52.7% | +57.2% | +2.9% |
| 30D | +16.1% | -65.3% | +81.4% | +13.7% |
| 3M | +8.0% | -40.8% | +48.9% | +7.2% |
| 6M | +8.4% | -12.9% | +21.3% | +7.9% |
| YTD | +11.2% | +98.0% | -86.8% | +10.4% |
| 1Y | +22.3% | +30.1% | -7.8% | +21.9% |
| All | +18.4% | +20.7% | -2.3% | +15.0% |
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