-29.8%
AMDL vs HUBB
-16.3%
-13.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.5% | +19.7% | +16.5% |
| 7D | -26.2% | +1.7% | -27.9% | -25.1% |
| 30D | -57.1% | -9.7% | -47.4% | -45.3% |
| 3M | -29.8% | -15.2% | -14.7% | -5.3% |
| All | -29.8% | -16.3% | -13.5% | -5.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling