+19.0%
HON vs AMDL
+47.6%
-28.6%
-22.1%
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% | +0.9% |
| 7D | +0.8% | -26.2% | +27.0% | +1.7% |
| 30D | +5.7% | -57.1% | +62.8% | +9.0% |
| 3M | -8.3% | -29.8% | +21.5% | -8.0% |
| 6M | -2.4% | -22.2% | +19.8% | -4.1% |
| YTD | +9.0% | +142.1% | -133.1% | -0.6% |
| 1Y | +9.2% | +85.8% | -76.6% | +0.7% |
| All | +19.0% | +47.6% | -28.6% | -3.2% |
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