+49.1%
HLT vs AMDL
+126.1%
-76.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | -1.6% | +15.9% | -17.5% | -2.4% |
| 30D | -5.0% | +10.5% | -15.5% | -5.7% |
| 3M | -10.4% | -4.7% | -5.7% | -11.6% |
| 6M | +3.2% | +355.2% | -351.9% | -10.4% |
| YTD | +6.7% | +270.9% | -264.1% | -7.4% |
| 1Y | +10.3% | +499.5% | -489.2% | -11.3% |
| All | +49.1% | +126.1% | -76.9% | +18.5% |
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