+78.6%
WMT vs AMDL
+117.8%
-39.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -1.1% |
| 7D | +0.1% | +19.9% | -19.8% | 0.0% |
| 30D | -5.0% | +6.3% | -11.2% | -5.0% |
| 3M | -11.3% | -9.9% | -1.4% | -11.5% |
| 6M | -13.8% | +394.3% | -408.1% | -18.1% |
| YTD | -4.2% | +257.3% | -261.5% | -8.8% |
| 1Y | +4.6% | +508.5% | -504.0% | -3.7% |
| All | +78.6% | +117.8% | -39.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling