+95.0%
AMDL vs NTR
+59.5%
+35.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.9% |
| 7D | +4.5% | +8.1% | -3.6% | +0.7% |
| 30D | -4.4% | +18.8% | -23.2% | -12.0% |
| 3M | -30.5% | +16.2% | -46.7% | -35.6% |
| 6M | +300.9% | +9.8% | +291.1% | +267.3% |
| YTD | +219.9% | +30.9% | +189.1% | +158.1% |
| 1Y | +374.7% | +41.8% | +333.0% | +262.7% |
| All | +95.0% | +59.5% | +35.5% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling