+56.1%
NRG vs AMDL
+102.5%
-46.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -17.6% | +16.6% | +1.8% |
| 7D | +10.0% | +37.2% | -27.2% | +3.8% |
| 30D | -3.2% | -24.0% | +20.8% | -2.5% |
| 3M | -18.5% | -1.0% | -17.5% | -22.1% |
| 6M | -25.3% | -3.2% | -22.1% | -31.8% |
| YTD | -38.1% | +232.2% | -270.3% | -57.7% |
| 1Y | -40.7% | +137.7% | -178.4% | -57.2% |
| All | +56.1% | +102.5% | -46.5% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling