-67.7%
HTZ vs AMDL
+95.0%
-162.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | +0.7% |
| 7D | +7.5% | +4.5% | +2.9% | +7.1% |
| 30D | +47.4% | -4.4% | +51.8% | +47.7% |
| 3M | -54.9% | -30.5% | -24.4% | -54.6% |
| 6M | -47.0% | +300.9% | -347.9% | -52.7% |
| YTD | -55.3% | +219.9% | -275.2% | -59.9% |
| 1Y | -57.6% | +374.7% | -432.4% | -63.9% |
| All | -67.7% | +95.0% | -162.7% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling