+247.1%
HPE vs AMDL
+117.8%
+129.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +11.7% | -3.9% | +5.7% |
| 7D | +10.1% | +19.9% | -9.8% | +6.6% |
| 30D | +5.3% | +6.3% | -1.0% | +3.7% |
| 3M | +12.7% | -9.9% | +22.6% | +10.9% |
| 6M | +167.7% | +394.3% | -226.6% | +92.6% |
| YTD | +135.5% | +257.3% | -121.8% | +72.3% |
| 1Y | +143.4% | +508.5% | -365.2% | +54.4% |
| All | +247.1% | +117.8% | +129.3% | +114.8% |
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 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