+131.0%
AMDL vs NVDX
+131.2%
-0.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.9% | +8.0% | +7.3% |
| 7D | +29.0% | -0.9% | +29.8% | +29.1% |
| 30D | +19.1% | +3.0% | +16.1% | +14.3% |
| 3M | +1.8% | +6.8% | -5.0% | -3.1% |
| 6M | +374.4% | +28.6% | +345.8% | +302.0% |
| YTD | +278.9% | +17.0% | +261.9% | +244.7% |
| 1Y | +510.6% | +27.0% | +483.6% | +429.6% |
| All | +131.0% | +131.2% | -0.2% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling