+134.4%
NOK vs AMDL
+540.4%
-406.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.0% | +0.1% |
| 7D | +9.3% | +29.0% | -19.6% | +5.1% |
| 30D | +17.9% | +19.1% | -1.2% | +14.5% |
| 3M | -22.3% | +1.8% | -24.1% | -23.4% |
| 6M | +36.4% | +374.4% | -338.0% | +20.9% |
| YTD | +66.3% | +278.9% | -212.6% | +47.1% |
| 1Y | +134.4% | +510.6% | -376.1% | +107.2% |
| All | +134.4% | +540.4% | -406.0% | +107.2% |
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