+95.0%
AMDL vs HBM
+293.9%
-198.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +10.1% |
| 7D | +4.5% | -6.4% | +10.9% | +11.0% |
| 30D | -4.4% | +5.9% | -10.3% | -10.8% |
| 3M | -30.5% | -8.9% | -21.6% | -22.8% |
| 6M | +300.9% | +10.7% | +290.2% | +275.1% |
| YTD | +219.9% | +38.3% | +181.7% | +145.9% |
| 1Y | +374.7% | +121.3% | +253.4% | +142.8% |
| All | +95.0% | +293.9% | -198.9% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling