+88.2%
WMB vs AMDL
+20.7%
+67.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -34.9% | +29.5% | -4.0% |
| 7D | -14.2% | -52.7% | +38.5% | -12.1% |
| 30D | -11.2% | -65.3% | +54.1% | -8.3% |
| 3M | -9.9% | -40.8% | +31.0% | -8.7% |
| 6M | -14.4% | -12.9% | -1.5% | -15.6% |
| YTD | +9.2% | +98.0% | -88.8% | +2.6% |
| 1Y | +15.1% | +30.1% | -15.1% | +9.8% |
| All | +88.2% | +20.7% | +67.5% | +62.1% |
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