-24.1%
NU vs AMDL
+108.7%
-132.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.1% |
| 7D | +0.2% | -30.7% | +30.9% | +2.9% |
| 30D | -21.0% | -43.8% | +22.8% | -17.7% |
| 3M | -16.3% | -24.5% | +8.2% | -15.4% |
| 6M | -15.3% | +44.7% | -60.0% | -22.7% |
| YTD | -28.4% | +204.0% | -232.4% | -41.4% |
| 1Y | -24.1% | +109.1% | -133.2% | -36.9% |
| All | -24.1% | +108.7% | -132.8% | -36.9% |
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