+18.4%
HPQ vs AMDL
+540.4%
-522.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.1% | +4.9% |
| 7D | +2.2% | +29.0% | -26.7% | +1.9% |
| 30D | +9.7% | +19.1% | -9.3% | +9.5% |
| 3M | +32.7% | +1.8% | +31.0% | +31.9% |
| 6M | +77.7% | +374.4% | -296.7% | +68.4% |
| YTD | +51.0% | +278.9% | -227.9% | +42.0% |
| 1Y | +18.4% | +510.6% | -492.2% | +12.9% |
| All | +18.4% | +540.4% | -522.0% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling