+82.7%
HL vs AMDL
+418.8%
-336.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -2.8% |
| 7D | -5.6% | +20.7% | -26.3% | -9.0% |
| 30D | +12.7% | +9.4% | +3.3% | +10.1% |
| 3M | +42.5% | +5.6% | +36.9% | +35.0% |
| 6M | -9.0% | +340.3% | -349.3% | -34.9% |
| YTD | +4.4% | +253.6% | -249.2% | -23.9% |
| 1Y | +82.7% | +443.4% | -360.7% | +19.1% |
| All | +82.7% | +418.8% | -336.1% | +19.1% |
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