+111.6%
WMT vs AMDL
+87.1%
+24.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.8% | -26.7% | +0.1% |
| 7D | -1.6% | +10.3% | -11.8% | -1.6% |
| 30D | +12.9% | -38.3% | +51.1% | +13.0% |
| 3M | +12.6% | -8.7% | +21.3% | +12.4% |
| 6M | -3.4% | -14.4% | +10.9% | -4.1% |
| YTD | +13.5% | +206.9% | -193.4% | +8.0% |
| 1Y | +23.5% | +144.4% | -120.9% | +18.0% |
| All | +111.6% | +87.1% | +24.5% | +80.2% |
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