-15.7%
AMDL vs NWSA
-2.6%
-13.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.7% | +26.1% | +27.1% |
| 7D | +10.3% | -10.5% | +20.8% | +4.5% |
| 30D | -38.3% | -8.8% | -29.5% | -38.1% |
| 3M | -8.7% | -6.5% | -2.2% | -1.4% |
| All | -15.7% | -2.6% | -13.1% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling