+54.1%
NEE vs AMDL
+92.1%
-38.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -0.7% |
| 7D | +2.3% | +5.4% | -3.1% | +2.2% |
| 30D | +11.5% | -36.6% | +48.1% | +11.8% |
| 3M | +2.6% | -1.0% | +3.6% | +2.2% |
| 6M | -6.0% | -12.1% | +6.1% | -6.7% |
| YTD | +9.8% | +215.1% | -205.3% | +4.9% |
| 1Y | +4.7% | +130.4% | -125.7% | +0.7% |
| All | +54.1% | +92.1% | -38.0% | +35.5% |
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