-94.3%
NVD vs AMDL
+92.1%
-186.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +11.9% |
| 7D | +43.9% | +5.4% | +38.5% | +54.5% |
| 30D | +74.0% | -36.6% | +110.6% | +59.7% |
| 3M | +48.3% | -1.0% | +49.3% | +69.2% |
| 6M | +30.3% | -12.1% | +42.4% | +63.0% |
| YTD | -12.9% | +215.1% | -228.0% | +140.4% |
| 1Y | -4.0% | +130.4% | -134.3% | +136.6% |
| All | -94.3% | +92.1% | -186.3% | -63.7% |
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 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