+69.3%
NEM vs AMDL
+505.2%
-435.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -2.2% |
| 7D | +3.9% | +19.9% | -16.1% | +1.4% |
| 30D | +12.7% | +6.3% | +6.5% | +11.4% |
| 3M | +28.7% | -9.9% | +38.5% | +25.8% |
| 6M | +9.8% | +394.3% | -384.5% | -13.1% |
| YTD | +28.1% | +257.3% | -229.2% | +3.4% |
| 1Y | +69.3% | +508.5% | -439.2% | +34.9% |
| All | +69.3% | +505.2% | -435.9% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling