+4.3%
WMT vs AMDL
+540.4%
-536.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.3% | -0.1% |
| 7D | -0.2% | +29.0% | -29.2% | +0.2% |
| 30D | -5.8% | +19.1% | -24.9% | -5.5% |
| 3M | -10.8% | +1.8% | -12.5% | -10.4% |
| 6M | -14.3% | +374.4% | -388.7% | -13.8% |
| YTD | -4.4% | +278.9% | -283.3% | -4.0% |
| 1Y | +4.3% | +510.6% | -506.2% | +4.4% |
| All | +4.3% | +540.4% | -536.1% | +4.4% |
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 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