+258.1%
WPM vs AMDL
+117.8%
+140.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.6% | -0.8% |
| 7D | +7.0% | +19.9% | -12.9% | +5.4% |
| 30D | +15.7% | +6.3% | +9.5% | +14.8% |
| 3M | +35.2% | -9.9% | +45.1% | +33.7% |
| 6M | +6.1% | +394.3% | -388.2% | -6.8% |
| YTD | +32.6% | +257.3% | -224.7% | +17.6% |
| 1Y | +46.9% | +508.5% | -461.6% | +25.7% |
| All | +258.1% | +117.8% | +140.3% | +230.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling