+47.6%
AMDL vs HUBB
+11.5%
+36.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.5% | +19.7% | +17.8% |
| 7D | -26.2% | +1.7% | -27.9% | -26.1% |
| 30D | -57.1% | -9.7% | -47.4% | -46.8% |
| 3M | -29.8% | -15.2% | -14.7% | -2.5% |
| 6M | -22.2% | -14.0% | -8.2% | +10.2% |
| YTD | +142.1% | -2.4% | +144.6% | +177.8% |
| 1Y | +85.8% | -5.8% | +91.6% | +128.3% |
| All | +47.6% | +11.5% | +36.1% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling