-32.4%
NOW vs AMDL
+102.5%
-134.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.6% | +19.1% | +2.3% |
| 7D | +0.3% | +37.2% | -36.9% | -1.3% |
| 30D | -27.0% | -24.0% | -2.9% | -26.8% |
| 3M | -19.6% | -1.0% | -18.6% | -20.6% |
| 6M | +17.5% | -3.2% | +20.7% | +13.2% |
| YTD | -33.3% | +232.2% | -265.5% | -44.2% |
| 1Y | -39.8% | +137.7% | -177.6% | -48.0% |
| All | -32.4% | +102.5% | -134.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling