+14.1%
PH vs AMDL
+168.6%
-154.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.3% | -13.5% | -0.1% |
| 7D | +6.9% | +18.5% | -11.6% | +4.9% |
| 30D | +1.7% | -24.2% | +25.9% | +1.8% |
| 3M | -8.1% | +11.5% | -19.6% | -10.1% |
| 6M | +11.5% | -1.0% | +12.5% | +8.0% |
| YTD | +11.4% | +260.3% | -248.9% | -2.5% |
| 1Y | +14.1% | +178.2% | -164.1% | +0.1% |
| All | +14.1% | +168.6% | -154.5% | +0.1% |
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 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