-15.0%
NVO vs AMDL
+418.8%
-433.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.4% | -1.0% |
| 7D | -7.4% | +20.7% | -28.1% | -8.1% |
| 30D | -5.5% | +9.4% | -14.9% | -6.0% |
| 3M | +4.1% | +5.6% | -1.5% | +1.3% |
| 6M | +19.3% | +340.3% | -320.9% | -0.8% |
| YTD | -9.2% | +253.6% | -262.8% | -23.8% |
| 1Y | -15.0% | +443.4% | -458.4% | -27.0% |
| All | -15.0% | +418.8% | -433.8% | -27.0% |
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