-9.0%
NVD vs AMDL
+130.1%
-139.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -17.6% | +21.5% | -0.7% |
| 7D | +28.6% | +37.2% | -8.6% | +41.2% |
| 30D | +73.6% | -24.0% | +97.7% | +73.9% |
| 3M | +70.1% | -1.0% | +71.1% | +88.3% |
| 6M | +53.6% | -3.2% | +56.8% | +87.5% |
| YTD | -7.0% | +232.2% | -239.2% | +103.9% |
| 1Y | -9.0% | +137.7% | -146.7% | +82.6% |
| All | -9.0% | +130.1% | -139.1% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling