+53.2%
NVS vs AMDL
+115.6%
-62.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | 0.0% |
| 7D | -15.7% | +20.7% | -36.4% | -15.6% |
| 30D | -11.1% | +9.4% | -20.5% | -11.0% |
| 3M | -7.2% | +5.6% | -12.8% | -7.3% |
| 6M | -12.3% | +340.3% | -352.6% | -13.4% |
| YTD | +2.8% | +253.6% | -250.9% | +1.4% |
| 1Y | +11.9% | +443.4% | -431.4% | +10.1% |
| All | +53.2% | +115.6% | -62.4% | +42.5% |
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