-4.8%
HDB vs AMDL
+119.6%
-124.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.3% | -14.2% | -0.2% |
| 7D | +6.9% | +18.5% | -11.6% | +6.1% |
| 30D | +15.2% | -24.2% | +39.5% | +15.4% |
| 3M | +11.7% | +11.5% | +0.2% | +10.5% |
| 6M | +7.5% | -1.0% | +8.5% | +5.8% |
| YTD | -28.8% | +260.3% | -289.0% | -33.0% |
| 1Y | -29.1% | +178.2% | -207.3% | -33.0% |
| All | -4.8% | +119.6% | -124.4% | -17.7% |
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