+55.3%
NEE vs AMDL
+47.6%
+7.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +22.3% | -23.8% | -1.6% |
| 7D | +3.9% | -26.2% | +30.1% | +4.0% |
| 30D | +12.8% | -57.1% | +69.9% | +13.6% |
| 3M | +3.6% | -29.8% | +33.4% | +3.5% |
| 6M | -7.5% | -22.2% | +14.7% | -8.3% |
| YTD | +10.7% | +142.1% | -131.5% | +6.0% |
| 1Y | +9.1% | +85.8% | -76.8% | +5.0% |
| All | +55.3% | +47.6% | +7.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling