-3.5%
HD vs AMDL
+168.6%
-172.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.3% | -14.2% | +0.1% |
| 7D | -1.2% | +18.5% | -19.7% | -1.1% |
| 30D | +20.9% | -24.2% | +45.1% | +20.9% |
| 3M | -0.2% | +11.5% | -11.6% | -0.4% |
| 6M | +14.5% | -1.0% | +15.5% | +13.5% |
| YTD | +4.3% | +260.3% | -255.9% | +0.7% |
| 1Y | -3.5% | +178.2% | -181.6% | -6.3% |
| All | -3.5% | +168.6% | -172.0% | -6.3% |
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