+117.8%
AMDL vs HIG
+43.1%
+74.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +10.9% |
| 7D | +19.9% | -1.1% | +21.0% | +19.5% |
| 30D | +6.3% | -4.9% | +11.2% | +4.6% |
| 3M | -9.9% | +6.8% | -16.7% | -8.4% |
| 6M | +394.3% | -1.7% | +396.0% | +403.7% |
| YTD | +257.3% | -0.2% | +257.5% | +261.5% |
| 1Y | +508.5% | +5.7% | +502.8% | +494.7% |
| All | +117.8% | +43.1% | +74.7% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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