-3.0%
NU vs AMDL
+540.4%
-543.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.6% |
| 7D | -2.6% | +29.0% | -31.6% | -4.6% |
| 30D | +8.2% | +19.1% | -10.9% | +6.6% |
| 3M | +26.3% | +1.8% | +24.5% | +23.5% |
| 6M | +2.2% | +374.4% | -372.1% | -15.7% |
| YTD | -10.4% | +278.9% | -289.3% | -25.0% |
| 1Y | -3.0% | +510.6% | -513.5% | -18.4% |
| All | -3.0% | +540.4% | -543.4% | -18.4% |
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