+95.0%
AMDL vs NVDX
+145.2%
-50.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +8.3% |
| 7D | +4.5% | +11.6% | -7.1% | -2.9% |
| 30D | -4.4% | +7.5% | -11.9% | -10.5% |
| 3M | -30.5% | +2.1% | -32.6% | -30.8% |
| 6M | +300.9% | +35.5% | +265.4% | +230.5% |
| YTD | +219.9% | +24.1% | +195.8% | +181.3% |
| 1Y | +374.7% | +33.0% | +341.8% | +302.7% |
| All | +95.0% | +145.2% | -50.2% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling