+41.0%
NUE vs AMDL
+131.0%
-90.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.5% | +0.1% |
| 7D | -2.3% | +29.0% | -31.3% | -4.5% |
| 30D | -6.1% | +19.1% | -25.2% | -7.7% |
| 3M | +1.7% | +1.8% | -0.1% | -1.2% |
| 6M | +53.1% | +374.4% | -321.3% | +24.1% |
| YTD | +59.0% | +278.9% | -219.9% | +29.3% |
| 1Y | +85.3% | +510.6% | -425.2% | +37.9% |
| All | +41.0% | +131.0% | -90.0% | -0.9% |
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 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