+49.1%
HLT vs AMDL
+115.6%
-66.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.4% | +0.1% |
| 7D | -2.6% | +20.7% | -23.3% | -3.6% |
| 30D | -2.6% | +9.4% | -12.1% | -3.3% |
| 3M | -9.4% | +5.6% | -15.1% | -11.3% |
| 6M | +2.7% | +340.3% | -337.5% | -10.7% |
| YTD | +6.8% | +253.6% | -246.9% | -7.1% |
| 1Y | +12.4% | +443.4% | -431.0% | -8.9% |
| All | +49.1% | +115.6% | -66.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling