+14.6%
HPQ vs AMDL
+117.8%
-103.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.7% | -16.2% | -5.3% |
| 7D | -0.5% | +19.9% | -20.4% | -1.8% |
| 30D | +3.7% | +6.3% | -2.5% | +3.0% |
| 3M | +24.3% | -9.9% | +34.2% | +22.3% |
| 6M | +64.8% | +394.3% | -329.6% | +33.9% |
| YTD | +43.9% | +257.3% | -213.4% | +17.9% |
| 1Y | +11.7% | +508.5% | -496.9% | -17.8% |
| All | +14.6% | +117.8% | -103.2% | -18.9% |
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 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