-32.5%
NOW vs AMDL
+47.6%
-80.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -1.3% |
| 7D | -3.0% | -26.2% | +23.2% | -2.2% |
| 30D | -26.0% | -57.1% | +31.0% | -24.1% |
| 3M | -13.1% | -29.8% | +16.7% | -12.7% |
| 6M | +14.5% | -22.2% | +36.7% | +11.0% |
| YTD | -33.4% | +142.1% | -175.6% | -43.4% |
| 1Y | -40.6% | +85.8% | -126.5% | -48.4% |
| All | -32.5% | +47.6% | -80.1% | -51.7% |
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 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