+117.8%
AMDL vs HBM
+316.6%
-198.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.8% | +5.9% | +6.2% |
| 7D | +19.9% | +7.4% | +12.6% | +12.2% |
| 30D | +6.3% | +5.1% | +1.2% | +0.6% |
| 3M | -9.9% | +11.1% | -21.0% | -17.7% |
| 6M | +394.3% | +30.2% | +364.1% | +301.9% |
| YTD | +257.3% | +46.2% | +211.1% | +161.1% |
| 1Y | +508.5% | +120.0% | +388.5% | +213.4% |
| All | +117.8% | +316.6% | -198.8% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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