+19.8%
NSC vs AMDL
+384.9%
-365.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | +0.6% |
| 7D | -5.5% | +4.5% | -10.1% | -5.5% |
| 30D | -3.2% | -4.4% | +1.2% | -3.2% |
| 3M | +7.7% | -30.5% | +38.2% | +7.5% |
| 6M | +4.5% | +300.9% | -296.4% | +5.5% |
| YTD | +15.6% | +219.9% | -204.4% | +16.2% |
| 1Y | +19.8% | +374.7% | -354.9% | +21.3% |
| All | +19.8% | +384.9% | -365.1% | +21.3% |
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