+30.0%
NU vs AMDL
+117.8%
-87.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -1.6% |
| 7D | +6.0% | +19.9% | -13.9% | +3.6% |
| 30D | +10.8% | +6.3% | +4.5% | +9.7% |
| 3M | +32.2% | -9.9% | +42.0% | +29.7% |
| 6M | +5.1% | +394.3% | -389.2% | -21.3% |
| YTD | -8.4% | +257.3% | -265.7% | -29.6% |
| 1Y | +0.7% | +508.5% | -507.8% | -31.5% |
| All | +30.0% | +117.8% | -87.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling