+199.9%
HPE vs AMDL
+102.5%
+97.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -17.6% | +13.8% | -0.4% |
| 7D | +7.9% | +37.2% | -29.3% | +0.6% |
| 30D | -23.5% | -24.0% | +0.6% | -21.9% |
| 3M | -19.1% | -1.0% | -18.1% | -21.7% |
| 6M | +51.4% | -3.2% | +54.6% | +42.2% |
| YTD | +103.4% | +232.2% | -128.8% | +46.3% |
| 1Y | +114.4% | +137.7% | -23.3% | +62.5% |
| All | +199.9% | +102.5% | +97.4% | +82.4% |
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