+47.6%
NEE vs AMDL
+131.0%
-83.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.0% | -7.5% | -1.5% |
| 7D | -0.5% | +29.0% | -29.5% | -0.9% |
| 30D | -1.7% | +19.1% | -20.8% | -2.0% |
| 3M | -1.8% | +1.8% | -3.6% | -2.2% |
| 6M | -8.8% | +374.4% | -383.2% | -12.8% |
| YTD | +5.2% | +278.9% | -273.7% | +0.6% |
| 1Y | +21.3% | +510.6% | -489.2% | +14.1% |
| All | +47.6% | +131.0% | -83.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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