-57.6%
HTZ vs AMDL
+384.9%
-442.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | +0.9% |
| 7D | +7.5% | +4.5% | +2.9% | +7.2% |
| 30D | +47.4% | -4.4% | +51.8% | +47.6% |
| 3M | -54.9% | -30.5% | -24.4% | -54.7% |
| 6M | -47.0% | +300.9% | -347.9% | -46.9% |
| YTD | -55.3% | +219.9% | -275.2% | -55.1% |
| 1Y | -57.6% | +374.7% | -432.4% | -50.6% |
| All | -57.6% | +384.9% | -442.5% | -50.6% |
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 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