-14.4%
GEHC vs AMDL
+505.2%
-519.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.7% | -2.8% |
| 7D | -5.2% | +19.9% | -25.1% | -4.9% |
| 30D | -7.0% | +6.3% | -13.2% | -6.8% |
| 3M | +3.3% | -9.9% | +13.2% | +3.3% |
| 6M | -10.0% | +394.3% | -404.3% | -12.5% |
| YTD | -18.5% | +257.3% | -275.8% | -21.2% |
| 1Y | -14.4% | +508.5% | -522.9% | -16.2% |
| All | -14.4% | +505.2% | -519.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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