-15.2%
NU vs AMDL
+130.1%
-145.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -17.6% | +29.3% | +13.0% |
| 7D | +9.9% | +37.2% | -27.3% | +6.1% |
| 30D | -11.5% | -24.0% | +12.6% | -11.5% |
| 3M | -5.1% | -1.0% | -4.1% | -7.6% |
| 6M | +3.1% | -3.2% | +6.3% | -2.9% |
| YTD | -21.0% | +232.2% | -253.2% | -37.3% |
| 1Y | -15.2% | +137.7% | -152.9% | -32.1% |
| All | -15.2% | +130.1% | -145.3% | -32.1% |
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 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