-68.2%
HTZ vs AMDL
+85.3%
-153.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +9.1% |
| 7D | +18.9% | -30.7% | +49.7% | +21.8% |
| 30D | +26.3% | -43.8% | +70.0% | +30.9% |
| 3M | +49.7% | -24.5% | +74.2% | +51.1% |
| 6M | -61.1% | +44.7% | -105.8% | -63.0% |
| YTD | -56.0% | +204.0% | -260.0% | -60.7% |
| 1Y | -66.4% | +109.1% | -175.5% | -69.5% |
| All | -68.2% | +85.3% | -153.5% | -71.7% |
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