+84.1%
NI vs AMDL
+92.1%
-8.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | +1.5% | +5.4% | -3.9% | +1.3% |
| 30D | +11.9% | -36.6% | +48.5% | +12.1% |
| 3M | +9.1% | -1.0% | +10.1% | +8.8% |
| 6M | -1.8% | -12.1% | +10.3% | -2.2% |
| YTD | +11.4% | +215.1% | -203.7% | +8.5% |
| 1Y | +6.4% | +130.4% | -124.0% | +3.9% |
| All | +84.1% | +92.1% | -8.0% | +70.3% |
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