-32.0%
NOW vs AMDL
+119.6%
-151.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.3% | -11.2% | +2.6% |
| 7D | -5.6% | +18.5% | -24.1% | -6.6% |
| 30D | -26.8% | -24.2% | -2.5% | -26.6% |
| 3M | -19.4% | +11.5% | -30.9% | -20.7% |
| 6M | +12.3% | -1.0% | +13.3% | +8.5% |
| YTD | -32.9% | +260.3% | -293.2% | -44.0% |
| 1Y | -40.3% | +178.2% | -218.5% | -49.0% |
| All | -32.0% | +119.6% | -151.6% | -52.2% |
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 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