-96.5%
NVD vs AMDL
+117.8%
-214.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.7% | -7.8% | +8.6% |
| 7D | -7.7% | +19.9% | -27.6% | -0.5% |
| 30D | -5.8% | +6.3% | -12.0% | -2.0% |
| 3M | -23.2% | -9.9% | -13.3% | -17.2% |
| 6M | -49.7% | +394.3% | -444.0% | +37.3% |
| YTD | -47.7% | +257.3% | -305.0% | +34.5% |
| 1Y | -61.3% | +508.5% | -569.9% | +54.1% |
| All | -96.5% | +117.8% | -214.3% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling