+126.1%
AMDL vs NVDX
+120.2%
+5.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | +15.9% | -10.2% | +26.1% | +23.9% |
| 30D | +10.5% | -7.3% | +17.8% | +13.7% |
| 3M | -4.7% | +5.5% | -10.3% | -8.9% |
| 6M | +355.2% | +18.3% | +336.9% | +307.1% |
| YTD | +270.9% | +11.4% | +259.4% | +248.5% |
| 1Y | +499.5% | +12.7% | +486.8% | +460.0% |
| All | +126.1% | +120.2% | +5.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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