+117.8%
AMDL vs HUBB
+20.6%
+97.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.8% | +10.2% |
| 7D | +19.9% | +4.8% | +15.1% | +10.7% |
| 30D | +6.3% | -9.3% | +15.6% | +25.8% |
| 3M | -9.9% | -3.9% | -6.0% | +0.1% |
| 6M | +394.3% | -0.8% | +395.1% | +403.1% |
| YTD | +257.3% | +5.6% | +251.7% | +241.9% |
| 1Y | +508.5% | +7.7% | +500.8% | +470.2% |
| All | +117.8% | +20.6% | +97.2% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling