+508.5%
AMDL vs HBM
+122.7%
+385.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.8% | +5.9% | +5.6% |
| 7D | +19.9% | +7.4% | +12.6% | +11.4% |
| 30D | +6.3% | +5.1% | +1.2% | -0.1% |
| 3M | -9.9% | +11.1% | -21.0% | -19.5% |
| 6M | +394.3% | +30.2% | +364.1% | +288.1% |
| YTD | +257.3% | +46.2% | +211.1% | +155.2% |
| 1Y | +508.5% | +120.0% | +388.5% | +289.2% |
| All | +508.5% | +122.7% | +385.8% | +289.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling