+222.1%
HPE vs AMDL
+95.0%
+127.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.2% | -13.7% | -6.0% |
| 7D | -0.6% | +4.5% | -5.1% | -1.5% |
| 30D | -2.3% | -4.4% | +2.1% | -2.0% |
| 3M | -2.9% | -30.5% | +27.6% | -0.4% |
| 6M | +143.6% | +300.9% | -157.3% | +81.4% |
| YTD | +118.5% | +219.9% | -101.4% | +62.9% |
| 1Y | +129.2% | +374.7% | -245.5% | +52.0% |
| All | +222.1% | +95.0% | +127.1% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling