+202.9%
HWM vs AMDL
+20.7%
+182.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -34.9% | +28.9% | -2.9% |
| 7D | -2.4% | -52.7% | +50.3% | +3.1% |
| 30D | -13.3% | -65.3% | +52.1% | -6.2% |
| 3M | -31.0% | -40.8% | +9.8% | -29.4% |
| 6M | -17.1% | -12.9% | -4.3% | -21.4% |
| YTD | -1.9% | +98.0% | -99.9% | -17.5% |
| 1Y | -2.4% | +30.1% | -32.6% | -14.9% |
| All | +202.9% | +20.7% | +182.2% | +121.5% |
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