+210.3%
HWM vs AMDL
+47.6%
+162.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +22.3% | -19.8% | +0.5% |
| 7D | +3.3% | -26.2% | +29.5% | +5.1% |
| 30D | -7.6% | -57.1% | +49.5% | -2.1% |
| 3M | -28.9% | -29.8% | +0.9% | -28.4% |
| 6M | -19.7% | -22.2% | +2.6% | -22.5% |
| YTD | +0.5% | +142.1% | -141.6% | -17.1% |
| 1Y | +0.3% | +85.8% | -85.6% | -15.6% |
| All | +210.3% | +47.6% | +162.8% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling