+92.1%
AMDL vs HBM
+215.3%
-123.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.3% | +6.5% |
| 7D | +5.4% | +2.4% | +3.0% | +7.5% |
| 30D | -36.6% | -16.0% | -20.7% | -19.2% |
| 3M | -1.0% | -21.3% | +20.4% | +33.2% |
| 6M | -12.1% | -12.2% | +0.1% | +9.4% |
| YTD | +215.1% | +10.7% | +204.4% | +223.5% |
| 1Y | +130.4% | +30.3% | +100.1% | +105.4% |
| All | +92.1% | +215.3% | -123.2% | -32.3% |
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