+2.9%
HYG vs AMDL
+476.7%
-473.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.1% |
| 7D | -0.7% | +15.9% | -16.6% | -0.9% |
| 30D | -0.7% | +10.5% | -11.2% | -0.9% |
| 3M | -0.2% | -4.7% | +4.5% | -0.4% |
| 6M | +1.4% | +355.2% | -353.7% | -0.5% |
| YTD | +1.5% | +270.9% | -269.4% | -0.5% |
| 1Y | +2.9% | +499.5% | -496.6% | +1.0% |
| All | +2.9% | +476.7% | -473.8% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling