+102.5%
AMDL vs HBM
+207.1%
-104.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.1% | -16.5% | -16.4% |
| 7D | +37.2% | +2.2% | +35.0% | +35.5% |
| 30D | -24.0% | -11.8% | -12.2% | -7.7% |
| 3M | -1.0% | -19.2% | +18.2% | +30.3% |
| 6M | -3.2% | -22.9% | +19.7% | +36.8% |
| YTD | +232.2% | +7.8% | +224.4% | +250.6% |
| 1Y | +137.7% | +34.9% | +102.8% | +105.8% |
| All | +102.5% | +207.1% | -104.6% | -26.6% |
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