+78.6%
NRG vs AMDL
+115.6%
-37.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.4% | -2.2% |
| 7D | -0.2% | +20.7% | -20.9% | -3.3% |
| 30D | -6.8% | +9.4% | -16.2% | -8.5% |
| 3M | -7.1% | +5.6% | -12.8% | -11.8% |
| 6M | -27.6% | +340.3% | -367.8% | -49.4% |
| YTD | -29.2% | +253.6% | -282.8% | -50.0% |
| 1Y | -29.9% | +443.4% | -473.3% | -56.2% |
| All | +78.6% | +115.6% | -37.0% | +8.6% |
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