+53.4%
NVS vs AMDL
+117.8%
-64.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +11.7% | -25.6% | -13.9% |
| 7D | -14.6% | +19.9% | -34.6% | -14.5% |
| 30D | -11.9% | +6.3% | -18.2% | -11.8% |
| 3M | -6.0% | -9.9% | +3.9% | -6.0% |
| 6M | -11.4% | +394.3% | -405.7% | -12.5% |
| YTD | +2.9% | +257.3% | -254.4% | +1.6% |
| 1Y | +10.2% | +508.5% | -498.3% | +8.4% |
| All | +53.4% | +117.8% | -64.4% | +42.8% |
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