+137.7%
AMDL vs NWSA
+2.3%
+135.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +2.7% | -20.2% | -16.9% |
| 7D | +37.2% | +2.2% | +35.0% | +38.1% |
| 30D | -24.0% | -8.8% | -15.3% | -23.4% |
| 3M | -1.0% | -6.5% | +5.5% | +2.8% |
| 6M | -3.2% | +1.5% | -4.7% | +11.4% |
| YTD | +232.2% | +4.0% | +228.2% | +282.1% |
| 1Y | +137.7% | +3.4% | +134.3% | +173.8% |
| All | +137.7% | +2.3% | +135.5% | +173.8% |
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