+23.6%
WMT vs AMDL
+133.6%
-109.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | 0.0% |
| 7D | +0.6% | +5.4% | -4.8% | +1.1% |
| 30D | +12.8% | -36.6% | +49.4% | +12.1% |
| 3M | +11.7% | -1.0% | +12.7% | +12.4% |
| 6M | -3.5% | -12.1% | +8.6% | -2.6% |
| YTD | +13.4% | +215.1% | -201.7% | +14.3% |
| 1Y | +23.6% | +130.4% | -106.8% | +22.3% |
| All | +23.6% | +133.6% | -109.9% | +22.3% |
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