+24.1%
WMT vs AMDL
+179.2%
-155.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | +0.8% |
| 7D | -1.2% | +103.5% | -104.7% | +1.3% |
| 30D | +12.4% | -18.3% | +30.7% | +12.6% |
| 3M | +9.0% | +20.1% | -11.0% | +10.5% |
| 6M | -3.0% | +15.9% | -18.9% | -1.3% |
| YTD | +14.0% | +303.0% | -289.0% | +16.0% |
| All | +24.1% | +179.2% | -155.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling