-29.9%
NRG vs AMDL
+418.8%
-448.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.4% | -2.4% |
| 7D | -0.2% | +20.7% | -20.9% | -2.6% |
| 30D | -6.8% | +9.4% | -16.2% | -8.1% |
| 3M | -7.1% | +5.6% | -12.8% | -10.7% |
| 6M | -27.6% | +340.3% | -367.8% | -45.1% |
| YTD | -29.2% | +253.6% | -282.8% | -46.0% |
| 1Y | -29.9% | +443.4% | -473.3% | -45.9% |
| All | -29.9% | +418.8% | -448.7% | -45.9% |
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