+204.4%
NOK vs AMDL
+95.0%
+109.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.2% | -6.5% | +1.6% |
| 7D | -1.8% | +4.5% | -6.3% | -2.3% |
| 30D | +4.7% | -4.4% | +9.1% | +5.1% |
| 3M | -39.7% | -30.5% | -9.2% | -38.1% |
| 6M | +23.1% | +300.9% | -277.8% | +10.3% |
| YTD | +55.0% | +219.9% | -164.9% | +39.2% |
| 1Y | +118.0% | +374.7% | -256.7% | +88.4% |
| All | +204.4% | +95.0% | +109.4% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling