-0.8%
HYG vs AMDL
-8.0%
+7.1%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.6% | +17.5% | +0.1% |
| 7D | -0.4% | +37.2% | -37.6% | -0.8% |
| 30D | +0.7% | -24.0% | +24.7% | +0.7% |
| 3M | -2.1% | -1.0% | -1.1% | -2.4% |
| 6M | -0.8% | -3.2% | +2.4% | -1.9% |
| All | -0.8% | -8.0% | +7.1% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling