-2.6%
HD vs AMDL
+130.1%
-132.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -17.6% | +17.7% | +0.1% |
| 7D | +1.5% | +37.2% | -35.7% | +1.6% |
| 30D | +18.0% | -24.0% | +42.0% | +18.0% |
| 3M | +2.8% | -1.0% | +3.8% | +2.5% |
| 6M | +17.0% | -3.2% | +20.2% | +15.7% |
| YTD | +3.5% | +232.2% | -228.7% | -0.5% |
| 1Y | -2.6% | +137.7% | -140.3% | -5.2% |
| All | -2.6% | +130.1% | -132.7% | -5.2% |
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