+95.0%
AMDL vs NWSA
+20.3%
+74.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.8% | +11.0% | +10.4% |
| 7D | +4.5% | -1.9% | +6.4% | +5.8% |
| 30D | -4.4% | +4.6% | -9.0% | -7.7% |
| 3M | -30.5% | +13.2% | -43.7% | -40.3% |
| 6M | +300.9% | +27.0% | +273.9% | +194.4% |
| YTD | +219.9% | +16.8% | +203.1% | +159.6% |
| 1Y | +374.7% | +4.5% | +370.2% | +341.6% |
| All | +95.0% | +20.3% | +74.7% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling