+146.6%
HAS vs AMDL
+20.7%
+125.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -34.9% | +33.2% | -0.2% |
| 7D | 0.0% | -52.7% | +52.7% | +2.7% |
| 30D | +31.3% | -65.3% | +96.6% | +36.4% |
| 3M | +32.1% | -40.8% | +72.9% | +33.3% |
| 6M | +28.1% | -12.9% | +41.0% | +23.2% |
| YTD | +49.1% | +98.0% | -48.9% | +32.6% |
| 1Y | +60.5% | +30.1% | +30.4% | +46.6% |
| All | +146.6% | +20.7% | +125.9% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling