+126.1%
AMDL vs AHR
+331.3%
-205.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +15.9% | -2.1% | +18.0% | +16.6% |
| 30D | +10.5% | +1.9% | +8.6% | +9.7% |
| 3M | -4.7% | +15.7% | -20.4% | -13.8% |
| 6M | +355.2% | +2.5% | +352.7% | +339.9% |
| YTD | +270.9% | +15.0% | +255.9% | +236.5% |
| 1Y | +499.5% | +28.1% | +471.4% | +406.2% |
| All | +126.1% | +331.3% | -205.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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