+150.4%
NOK vs AMDL
+92.1%
+58.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.5% |
| 7D | -2.7% | +5.4% | -8.1% | -4.7% |
| 30D | -20.4% | -36.6% | +16.3% | -16.8% |
| 3M | -9.6% | -1.0% | -8.7% | -10.8% |
| 6M | -35.6% | -12.1% | -23.6% | -36.1% |
| YTD | +27.5% | +215.1% | -187.6% | +13.2% |
| 1Y | +18.4% | +130.4% | -112.0% | +6.9% |
| All | +150.4% | +92.1% | +58.3% | +110.0% |
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