-49.7%
NRG vs AMDL
+108.7%
-158.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.7% | -15.2% | -13.7% |
| 7D | -13.7% | -30.7% | +17.0% | -10.0% |
| 30D | -13.6% | -43.8% | +30.2% | -7.8% |
| 3M | -28.5% | -24.5% | -4.0% | -27.5% |
| 6M | -45.8% | +44.7% | -90.5% | -52.2% |
| YTD | -46.9% | +204.0% | -250.9% | -62.1% |
| 1Y | -49.7% | +109.1% | -158.8% | -61.9% |
| All | -49.7% | +108.7% | -158.4% | -61.9% |
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