+80.4%
WMT vs AMDL
+95.0%
-14.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -1.3% |
| 7D | +3.9% | +4.5% | -0.6% | +3.9% |
| 30D | -4.4% | -4.4% | 0.0% | -4.4% |
| 3M | -8.8% | -30.5% | +21.7% | -8.7% |
| 6M | -15.6% | +300.9% | -316.5% | -19.6% |
| YTD | -3.2% | +219.9% | -223.2% | -7.7% |
| 1Y | +7.0% | +374.7% | -367.7% | -0.7% |
| All | +80.4% | +95.0% | -14.6% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling