+178.1%
HPE vs AMDL
+47.6%
+130.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +22.3% | -20.9% | -2.9% |
| 7D | -18.7% | -26.2% | +7.5% | -15.1% |
| 30D | -37.9% | -57.1% | +19.2% | -28.9% |
| 3M | -14.4% | -29.8% | +15.5% | -10.7% |
| 6M | +48.2% | -22.2% | +70.4% | +46.6% |
| YTD | +88.6% | +142.1% | -53.5% | +45.5% |
| 1Y | +94.8% | +85.8% | +8.9% | +55.9% |
| All | +178.1% | +47.6% | +130.5% | +81.3% |
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