+10.6%
NVS vs AMDL
+540.4%
-529.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.1% |
| 7D | -15.4% | +29.0% | -44.3% | -15.0% |
| 30D | -12.3% | +19.1% | -31.4% | -12.0% |
| 3M | -7.8% | +1.8% | -9.6% | -7.7% |
| 6M | -13.0% | +374.4% | -387.4% | -13.4% |
| YTD | +2.8% | +278.9% | -276.2% | +2.0% |
| 1Y | +10.6% | +510.6% | -499.9% | +11.6% |
| All | +10.6% | +540.4% | -529.8% | +11.6% |
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