+510.6%
AMDL vs NWSA
+1.7%
+508.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.8% | +5.5% |
| 7D | +29.0% | -3.4% | +32.3% | +26.1% |
| 30D | +19.1% | +3.9% | +15.1% | +22.7% |
| 3M | +1.8% | +8.9% | -7.1% | +13.2% |
| 6M | +374.4% | +21.2% | +353.2% | +427.2% |
| YTD | +278.9% | +13.8% | +265.1% | +321.3% |
| 1Y | +510.6% | +1.4% | +509.2% | +497.3% |
| All | +510.6% | +1.7% | +508.9% | +497.3% |
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