+32.7%
HCA vs AMDL
+126.1%
-93.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.5% |
| 7D | +5.4% | +15.9% | -10.5% | +5.8% |
| 30D | +3.0% | +10.5% | -7.5% | +3.3% |
| 3M | +13.0% | -4.7% | +17.7% | +13.4% |
| 6M | -20.3% | +355.2% | -375.4% | -19.4% |
| YTD | -8.2% | +270.9% | -279.1% | -7.2% |
| 1Y | +6.7% | +499.5% | -492.8% | +7.9% |
| All | +32.7% | +126.1% | -93.4% | +32.2% |
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 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