-15.2%
HDB vs AMDL
+95.0%
-110.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -0.7% |
| 7D | +0.4% | +4.5% | -4.1% | +0.3% |
| 30D | -2.8% | -4.4% | +1.6% | -2.8% |
| 3M | -3.5% | -30.5% | +27.0% | -3.3% |
| 6M | -24.7% | +300.9% | -325.6% | -28.5% |
| YTD | -36.6% | +219.9% | -256.5% | -39.7% |
| 1Y | -34.4% | +374.7% | -409.1% | -38.9% |
| All | -15.2% | +95.0% | -110.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling