+27.2%
NU vs AMDL
+131.0%
-103.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.9% |
| 7D | -2.6% | +29.0% | -31.6% | -5.6% |
| 30D | +8.2% | +19.1% | -10.9% | +5.7% |
| 3M | +26.3% | +1.8% | +24.5% | +22.2% |
| 6M | +2.2% | +374.4% | -372.1% | -22.9% |
| YTD | -10.4% | +278.9% | -289.3% | -31.6% |
| 1Y | -3.0% | +510.6% | -513.5% | -33.9% |
| All | +27.2% | +131.0% | -103.7% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling