-96.5%
NVD vs AMDL
+131.0%
-227.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.2% | +4.3% |
| 7D | +0.5% | +29.0% | -28.4% | +11.5% |
| 30D | -9.3% | +19.1% | -28.4% | -1.3% |
| 3M | -22.1% | +1.8% | -23.9% | -11.7% |
| 6M | -45.8% | +374.4% | -420.2% | +43.8% |
| YTD | -46.7% | +278.9% | -325.6% | +40.3% |
| 1Y | -59.5% | +510.6% | -570.0% | +59.5% |
| All | -96.5% | +131.0% | -227.5% | -78.8% |
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