+91.3%
NRG vs AMDL
+117.8%
-26.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -1.3% |
| 7D | +9.3% | +19.9% | -10.7% | +6.0% |
| 30D | +1.3% | +6.3% | -5.0% | -0.1% |
| 3M | -6.0% | -9.9% | +3.9% | -8.3% |
| 6M | -22.0% | +394.3% | -416.3% | -46.6% |
| YTD | -24.1% | +257.3% | -281.4% | -46.4% |
| 1Y | -18.0% | +508.5% | -526.6% | -49.9% |
| All | +91.3% | +117.8% | -26.5% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling