+19.0%
HUM vs AMDL
+131.0%
-111.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.8% | -0.9% |
| 7D | -0.2% | +29.0% | -29.2% | -0.8% |
| 30D | +3.7% | +19.1% | -15.4% | +3.3% |
| 3M | +10.4% | +1.8% | +8.6% | +9.8% |
| 6M | +125.7% | +374.4% | -248.7% | +117.5% |
| YTD | +57.3% | +278.9% | -221.6% | +51.6% |
| 1Y | +48.6% | +510.6% | -461.9% | +41.9% |
| All | +19.0% | +131.0% | -111.9% | +16.0% |
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