+391.4%
HL vs AMDL
+131.0%
+260.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | +0.9% |
| 7D | +0.4% | +29.0% | -28.6% | -4.3% |
| 30D | +18.8% | +19.1% | -0.3% | +14.4% |
| 3M | +43.7% | +1.8% | +41.9% | +37.5% |
| 6M | -1.0% | +374.4% | -375.4% | -30.0% |
| YTD | +8.7% | +278.9% | -270.2% | -21.8% |
| 1Y | +105.0% | +510.6% | -405.6% | +31.1% |
| All | +391.4% | +131.0% | +260.5% | +258.6% |
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