+37.9%
NUE vs AMDL
+102.5%
-64.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -17.6% | +14.1% | -2.0% |
| 7D | +2.8% | +37.2% | -34.5% | -0.3% |
| 30D | -2.1% | -24.0% | +21.9% | -1.6% |
| 3M | -7.3% | -1.0% | -6.3% | -9.6% |
| 6M | +8.9% | -3.2% | +12.1% | +3.0% |
| YTD | +55.6% | +232.2% | -176.6% | +25.0% |
| 1Y | +74.7% | +137.7% | -63.1% | +44.7% |
| All | +37.9% | +102.5% | -64.6% | -4.3% |
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 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