+126.1%
AMDL vs NTRS
+147.8%
-21.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +3.4% |
| 7D | +15.9% | +1.4% | +14.5% | +13.5% |
| 30D | +10.5% | -0.7% | +11.1% | +11.3% |
| 3M | -4.7% | +11.3% | -16.0% | -18.1% |
| 6M | +355.2% | +35.5% | +319.6% | +199.9% |
| YTD | +270.9% | +40.6% | +230.3% | +130.7% |
| 1Y | +499.5% | +49.2% | +450.3% | +245.0% |
| All | +126.1% | +147.8% | -21.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling