-5.1%
HSY vs AMDL
+117.8%
-122.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.6% | +0.4% |
| 7D | -1.6% | +19.9% | -21.5% | -1.1% |
| 30D | -4.2% | +6.3% | -10.5% | -4.0% |
| 3M | -0.7% | -9.9% | +9.2% | -0.4% |
| 6M | -21.8% | +394.3% | -416.1% | -19.7% |
| YTD | -2.7% | +257.3% | -260.0% | -0.3% |
| 1Y | -4.8% | +508.5% | -513.4% | -1.5% |
| All | -5.1% | +117.8% | -122.9% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling