+95.0%
AMDL vs HIG
+46.0%
+49.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +8.7% |
| 7D | +4.5% | +0.3% | +4.2% | +4.7% |
| 30D | -4.4% | -3.2% | -1.2% | -5.3% |
| 3M | -30.5% | +9.1% | -39.6% | -28.8% |
| 6M | +300.9% | -1.8% | +302.7% | +313.5% |
| YTD | +219.9% | +1.8% | +218.2% | +226.0% |
| 1Y | +374.7% | +4.6% | +370.1% | +377.5% |
| All | +95.0% | +46.0% | +49.0% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling