-10.4%
HAL vs AMDL
+92.1%
-102.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.2% |
| 7D | -6.5% | +5.4% | -11.9% | -7.6% |
| 30D | -2.1% | -36.6% | +34.5% | -0.4% |
| 3M | -4.9% | -1.0% | -3.9% | -6.9% |
| 6M | -19.3% | -12.1% | -7.2% | -22.3% |
| YTD | +14.3% | +215.1% | -200.8% | -6.0% |
| 1Y | +17.3% | +130.4% | -113.1% | -1.0% |
| All | -10.4% | +92.1% | -102.5% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling