+115.6%
AMDL vs NTRS
+145.2%
-29.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.0% | -8.5% |
| 7D | +20.7% | +0.3% | +20.4% | +19.8% |
| 30D | +9.4% | +0.2% | +9.3% | +9.0% |
| 3M | +5.6% | +13.2% | -7.6% | -10.9% |
| 6M | +340.3% | +36.9% | +303.3% | +185.8% |
| YTD | +253.6% | +39.1% | +214.5% | +123.1% |
| 1Y | +443.4% | +50.4% | +392.9% | +208.1% |
| All | +115.6% | +145.2% | -29.6% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling