+510.6%
AMDL vs HUBB
+5.9%
+504.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.1% | +8.2% | +9.6% |
| 7D | +29.0% | +1.1% | +27.9% | +26.3% |
| 30D | +19.1% | -9.6% | +28.7% | +41.4% |
| 3M | +1.8% | -6.2% | +8.0% | +17.9% |
| 6M | +374.4% | -6.2% | +380.5% | +410.3% |
| YTD | +278.9% | +3.4% | +275.6% | +268.1% |
| 1Y | +510.6% | +5.3% | +505.2% | +480.6% |
| All | +510.6% | +5.9% | +504.7% | +480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling