+109.1%
AMDL vs NWSA
+18.2%
+90.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +4.9% |
| 7D | -30.7% | +4.3% | -35.0% | -28.1% |
| 30D | -43.8% | +5.6% | -49.3% | -40.7% |
| 3M | -24.5% | +7.3% | -31.8% | -18.9% |
| 6M | +44.7% | +18.8% | +25.8% | +64.4% |
| YTD | +204.0% | +17.9% | +186.1% | +252.6% |
| 1Y | +109.1% | +19.3% | +89.7% | +140.7% |
| All | +109.1% | +18.2% | +90.8% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling