+87.1%
AMDL vs HIG
+42.3%
+44.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.6% | +26.1% | +27.2% |
| 7D | +10.3% | -0.5% | +10.7% | +9.9% |
| 30D | -38.3% | +4.5% | -42.7% | -36.3% |
| 3M | -8.7% | -5.5% | -3.3% | -9.0% |
| 6M | -14.4% | +3.1% | -17.5% | -11.6% |
| YTD | +206.9% | -0.8% | +207.8% | +214.7% |
| 1Y | +144.4% | +6.1% | +138.3% | +142.2% |
| All | +87.1% | +42.3% | +44.8% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling