+247.4%
HL vs AMDL
+47.6%
+199.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +22.3% | -20.3% | -1.9% |
| 7D | +8.9% | -26.2% | +35.1% | +12.6% |
| 30D | -10.1% | -57.1% | +47.0% | +1.3% |
| 3M | -7.0% | -29.8% | +22.8% | -5.2% |
| 6M | -18.8% | -22.2% | +3.5% | -22.0% |
| YTD | -23.1% | +142.1% | -165.3% | -42.3% |
| 1Y | +8.9% | +85.8% | -77.0% | -15.2% |
| All | +247.4% | +47.6% | +199.8% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling