+19.9%
HUM vs AMDL
+117.8%
-97.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.7% | -11.3% | +0.2% |
| 7D | +2.1% | +19.9% | -17.9% | +1.7% |
| 30D | +4.7% | +6.3% | -1.6% | +4.5% |
| 3M | +13.5% | -9.9% | +23.4% | +13.1% |
| 6M | +126.7% | +394.3% | -267.6% | +118.4% |
| YTD | +58.5% | +257.3% | -198.7% | +52.9% |
| 1Y | +31.7% | +508.5% | -476.8% | +25.9% |
| All | +19.9% | +117.8% | -97.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling