+126.1%
AMDL vs NYT
+57.6%
+68.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.6% |
| 7D | +15.9% | -0.6% | +16.5% | +16.2% |
| 30D | +10.5% | +4.6% | +5.9% | +7.9% |
| 3M | -4.7% | -9.6% | +4.9% | -1.6% |
| 6M | +355.2% | -14.0% | +369.2% | +387.0% |
| YTD | +270.9% | -2.8% | +273.7% | +272.1% |
| 1Y | +499.5% | +15.6% | +483.9% | +434.0% |
| All | +126.1% | +57.6% | +68.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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