+131.0%
AMDL vs NWSA
+17.2%
+113.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.8% | +6.5% |
| 7D | +29.0% | -3.4% | +32.3% | +31.6% |
| 30D | +19.1% | +3.9% | +15.1% | +15.2% |
| 3M | +1.8% | +8.9% | -7.1% | -9.2% |
| 6M | +374.4% | +21.2% | +353.2% | +264.5% |
| YTD | +278.9% | +13.8% | +265.1% | +212.3% |
| 1Y | +510.6% | +1.4% | +509.2% | +485.5% |
| All | +131.0% | +17.2% | +113.8% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling