+115.6%
AMDL vs NTR
+58.0%
+57.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -5.6% |
| 7D | +20.7% | -2.5% | +23.2% | +22.1% |
| 30D | +9.4% | +17.0% | -7.6% | +1.6% |
| 3M | +5.6% | +22.2% | -16.5% | -5.1% |
| 6M | +340.3% | +5.2% | +335.1% | +316.7% |
| YTD | +253.6% | +29.7% | +224.0% | +186.9% |
| 1Y | +443.4% | +39.4% | +404.0% | +319.3% |
| All | +115.6% | +58.0% | +57.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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