+13.2%
NUE vs AMDL
-1.6%
+14.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.3% | -12.4% | +1.2% |
| 7D | -2.4% | +18.5% | -20.9% | -3.7% |
| 30D | +3.8% | -24.2% | +28.0% | +3.5% |
| 3M | -3.7% | +11.5% | -15.1% | -5.3% |
| 6M | +13.2% | -1.0% | +14.2% | +6.7% |
| All | +13.2% | -1.6% | +14.8% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling