-28.0%
NRG vs AMDL
+15.4%
-43.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.3% | -1.3% |
| 7D | +21.7% | +103.5% | -81.8% | +8.6% |
| 30D | -8.1% | -18.3% | +10.2% | -9.1% |
| 3M | -18.3% | +20.1% | -38.4% | -24.3% |
| 6M | -28.0% | +15.9% | -43.9% | -38.1% |
| All | -28.0% | +15.4% | -43.4% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling