+33.0%
NVDL vs AMDL
+102.5%
-69.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -17.6% | +13.6% | +2.7% |
| 7D | -24.8% | +37.2% | -62.0% | -36.5% |
| 30D | -48.0% | -24.0% | -24.0% | -46.8% |
| 3M | -51.5% | -1.0% | -50.5% | -56.8% |
| 6M | -54.9% | -3.2% | -51.7% | -64.1% |
| YTD | -39.2% | +232.2% | -271.4% | -77.3% |
| 1Y | -41.1% | +137.7% | -178.9% | -74.4% |
| All | +33.0% | +102.5% | -69.5% | -59.9% |
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