+387.4%
HL vs AMDL
+95.0%
+292.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -4.1% |
| 7D | +1.5% | +4.5% | -3.1% | +0.5% |
| 30D | +25.1% | -4.4% | +29.5% | +25.2% |
| 3M | +22.9% | -30.5% | +53.4% | +25.8% |
| 6M | -4.9% | +300.9% | -305.8% | -30.6% |
| YTD | +7.8% | +219.9% | -212.1% | -20.0% |
| 1Y | +133.9% | +374.7% | -240.8% | +56.1% |
| All | +387.4% | +95.0% | +292.4% | +267.0% |
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