+145.7%
AMDL vs HBM
+210.6%
-64.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.3% | +13.4% |
| 7D | +103.5% | +5.1% | +98.5% | +95.6% |
| 30D | -18.3% | -15.8% | -2.5% | +3.9% |
| 3M | +20.1% | -22.4% | +42.5% | +63.5% |
| 6M | +15.9% | -20.2% | +36.1% | +58.2% |
| YTD | +303.0% | +9.0% | +294.0% | +319.4% |
| 1Y | +164.0% | +27.4% | +136.6% | +139.5% |
| All | +145.7% | +210.6% | -64.9% | -12.2% |
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