+47.6%
AMDL vs HBM
+200.4%
-152.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.6% | +20.7% | +20.6% |
| 7D | -26.2% | -3.6% | -22.6% | -20.8% |
| 30D | -57.1% | -19.2% | -37.9% | -43.6% |
| 3M | -29.8% | -20.5% | -9.3% | -7.7% |
| 6M | -22.2% | -12.8% | -9.4% | -2.3% |
| YTD | +142.1% | +5.4% | +136.7% | +158.7% |
| 1Y | +85.8% | +33.0% | +52.9% | +62.8% |
| All | +47.6% | +200.4% | -152.8% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling