+115.7%
WMB vs AMDL
+95.0%
+20.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.1% |
| 7D | +0.6% | +4.5% | -4.0% | +0.4% |
| 30D | +3.3% | -4.4% | +7.7% | +3.3% |
| 3M | +3.1% | -30.5% | +33.6% | +3.4% |
| 6M | -0.7% | +300.9% | -301.6% | -8.3% |
| YTD | +25.2% | +219.9% | -194.8% | +16.1% |
| 1Y | +32.9% | +374.7% | -341.9% | +19.0% |
| All | +115.7% | +95.0% | +20.6% | +83.4% |
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