+87.1%
AMDL vs XHB
+2.5%
+84.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +3.6% | +23.2% | +22.8% |
| 7D | +10.3% | +1.3% | +8.9% | +10.7% |
| 30D | -38.3% | +11.8% | -50.1% | -45.4% |
| 3M | -8.7% | -3.8% | -4.9% | -4.6% |
| 6M | -14.4% | +4.1% | -18.5% | -17.4% |
| YTD | +206.9% | +4.0% | +203.0% | +190.6% |
| 1Y | +144.4% | +1.6% | +142.8% | +135.8% |
| All | +87.1% | +2.5% | +84.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling