+19.0%
NOK vs AMDL
+130.1%
-111.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -17.6% | +15.0% | +1.3% |
| 7D | +5.4% | +37.2% | -31.9% | -3.0% |
| 30D | -14.1% | -24.0% | +9.9% | -12.2% |
| 3M | -23.6% | -1.0% | -22.6% | -26.2% |
| 6M | -45.1% | -3.2% | -41.9% | -46.7% |
| YTD | +24.7% | +232.2% | -207.5% | +4.9% |
| 1Y | +19.0% | +137.7% | -118.7% | +5.7% |
| All | +19.0% | +130.1% | -111.1% | +5.7% |
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