+20.0%
HPQ vs AMDL
+95.0%
-75.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +1.6% |
| 7D | +6.9% | +4.5% | +2.4% | +6.6% |
| 30D | +14.4% | -4.4% | +18.8% | +14.5% |
| 3M | +25.6% | -30.5% | +56.1% | +26.0% |
| 6M | +75.0% | +300.9% | -225.8% | +44.8% |
| YTD | +50.7% | +219.9% | -169.2% | +24.5% |
| 1Y | +18.7% | +374.7% | -356.1% | -10.2% |
| All | +20.0% | +95.0% | -75.0% | -14.3% |
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 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